Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10481169 | Physica A: Statistical Mechanics and its Applications | 2011 | 19 Pages |
Abstract
⺠We investigate the diffusive stochastic processes in the external potentials (EPs). ⺠Their probability densities (PDs) are described by the Fokker-Planck equation (FPE). ⺠Under suitable choice of EPs, the FPE generates heavy-tailed, rather than Gaussian PDs. ⺠We analyze the time dependence of the above probability density function variances.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Piotr Garbaczewski, Vladimir Stephanovich, Dariusz KÈ©dzierski,