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Analog simulation 1 Multiplicative noise 1 Nonlinear dynamics 1
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Lyra, M.L. 1 Vermelho, M.V.D. 1 da Silva Jr., M.P. 1
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Physica A: Statistical Mechanics and its Applications 1
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Analog study of the first passage time problem driven by power-law distributed noise
da Silva Jr., M.P.; Lyra, M.L.; Vermelho, M.V.D. - In: Physica A: Statistical Mechanics and its Applications 348 (2005) C, pp. 85-96
In this work, we develop an analog circuit to generate a stochastic signal with stationary distribution exhibiting a tunable power-law tail. The proposed circuit design is a variant of a recently introduced one based on a differential equation with both multiplicative and additive noises. Here,...
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