Article ID Journal Published Year Pages File Type
7380295 Physica A: Statistical Mechanics and its Applications 2014 12 Pages PDF
Abstract
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by Lévy 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 Lévy stable noise. The equations with the Gaussian noise arise as a special case when the index of stability α=2. We expect that this generalization may be useful for describing 1/f fluctuations in the systems subjected to Lévy stable noise.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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