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Non-Gaussian colored noise 1 Power-law distribution 1 Random multiplicative process 1
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Physica A: Statistical Mechanics and its Applications 1
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Power-law distributions in random multiplicative processes with non-Gaussian colored multipliers
Kitada, Shuya - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 2, pp. 539-552
One class of universal mechanisms that generate power-law probability distributions is that of random multiplicative processes. In this paper, we consider a multiplicative Langevin equation driven by non-Gaussian colored multipliers. We analytically derive a formula that relates the power-law...
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