DocumentCode
592556
Title
Stochastic differential equations for power law behaviors
Author
Bo Jiang ; Brockett, Roger ; Weibo Gong ; Towsley, Don
Author_Institution
Dept. of Comput. Sci., Univ. of Massachusetts, Amherst, MA, USA
fYear
2012
fDate
10-13 Dec. 2012
Firstpage
6696
Lastpage
6701
Abstract
In this paper we present simple stochastic differential equations that lead to lower-tail and/or upper tail power law behaviors. We also present a model with bi-directional Poisson counters that exhibits power law behavior near a critical point, which might be of interest to statistical physics.
Keywords
differential equations; stochastic processes; bidirectional Poisson counters; power law behaviors; statistical physics; stochastic differential equations; upper tail power law behaviors; Differential equations; Equations; Mathematical model; Radiation detectors; Steady-state; Stochastic processes; Yttrium;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location
Maui, HI
ISSN
0743-1546
Print_ISBN
978-1-4673-2065-8
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2012.6426867
Filename
6426867
Link To Document