• Title of article

    Lévy flights in inhomogeneous environments and noise

  • Author/Authors

    Kazakevi?ius، نويسنده , , R. and Ruseckas، نويسنده , , J.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    9
  • From page
    95
  • To page
    103
  • Abstract
    Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by Lévy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian noise and generating signals with 1 / f power spectral density by replacing the Gaussian noise with a more general Lévy stable noise. The equations with the Gaussian noise arise as a special case when the index of stability α = 2 . We expect that this generalization may be useful for describing 1 / f fluctuations in the systems subjected to Lévy stable noise.
  • Keywords
    Stochastic analysis methods , Random walks and Lévy flights , Fractional equations , Systems obeying scaling laws , Power law tails , 1 / f noise
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2014
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    1738698