Evolution of a stochastic system within the framework of Tsallis statistics

The general approach of a nonlinear Fokker–Planck equation is applied to investigate the behavior of main statistical moments of a stochastic system. It was shown that the system described by Tsallis statistics can undergo transitions inherent to multiplicative noise-induced transitions. The scaling laws of motion are defined to identify an anomalous time behavior of the system with multiplicative noise.

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Year of publication:	2005
Authors:	Kharchenko, Dmitrii O. ; Kharchenko, Vasilii O.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 354.2005, C, p. 262-280
Publisher:	Elsevier
Subject:	Tsallis statistics \| Noise \| Statistical moments \| Anomalous diffusion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010871722