IDEAS home Printed from https://ideas.repec.org/a/spr/eurphb/v80y2011i2p167-175.html
   My bibliography  Save this article

Probability distribution function for systems driven by superheavy-tailed noise

Author

Listed:
  • S. I. Denisov
  • H. Kantz

Abstract

We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the corresponding Fokker-Planck equation, we show that due to this noise the distribution function can be divided into two different parts describing the surviving and absorbing states of particles. These states and the role of superheavy-tailed noise are studied in detail using the theory of slowly varying functions. Copyright EDP Sciences, SIF, Springer-Verlag Berlin Heidelberg 2011

Suggested Citation

  • S. I. Denisov & H. Kantz, 2011. "Probability distribution function for systems driven by superheavy-tailed noise," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 80(2), pages 167-175, March.
    • Handle: RePEc:spr:eurphb:v:80:y:2011:i:2:p:167-175
    DOI: 10.1140/epjb/e2011-10758-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1140/epjb/e2011-10758-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1140/epjb/e2011-10758-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Denisov, S.I. & Bystrik, Yu.S., 2019. "Statistics of bounded processes driven by Poisson white noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 38-46.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:eurphb:v:80:y:2011:i:2:p:167-175. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.