Levy flights in inhomogeneous environments and 1/f noise

被引:12
|
作者
Kazakevicius, R. [1 ]
Ruseckas, J. [1 ]
机构
[1] Vilnius Univ, Inst Theoret Phys & Astron, LT-01108 Vilnius, Lithuania
关键词
Stochastic analysis methods; Random walks and Levy flights; Fractional equations; 1/f noise; Systems obeying scaling laws; Power law tails; STOCHASTIC DIFFERENTIAL-EQUATIONS; EXTERNAL FORCE-FIELDS; DRIVEN; MODEL; DIFFUSION; LANGEVIN; DYNAMICS; SYSTEMS;
D O I
10.1016/j.physa.2014.06.020
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by Levy 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 Levy stable noise. The equations with the Gaussian noise arise as a special case when the index of stability alpha = 2. We expect that this generalization may be useful for describing 1/f fluctuations in the systems subjected to Levy stable noise. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码:95 / 103
页数:9
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