Multiplicative processes and power laws
نویسندگان
چکیده
منابع مشابه
Multiplicative processes and power laws
Takayasu et al. [1] have revisited the question of stochastic processes with multiplicative noise, which have been studied in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with multiplicative noise produce intermittency of a special kind, characterized by a power law probability density dist...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 1998
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.57.4811