Probability distribution function for systems driven by superheavy-tailed noise

Denisov, S. I.; Kantz, H.

Item

ITEM ACTIONSEXPORT

Add to Basket

Local TagsRelease HistoryDetailsSummary

Released

Journal Article

Probability distribution function for systems driven by superheavy-tailed noise

MPS-Authors

/persons/resource/persons184450

Denisov, S. I.
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

/persons/resource/persons145742

Kantz, H.
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

External Resource

No external resources are shared

Fulltext (restricted access)

There are currently no full texts shared for your IP range.

Fulltext (public)

There are no public fulltexts stored in PuRe

Supplementary Material (public)

There is no public supplementary material available

Citation

Denisov, S. I., & Kantz, H. (2011). Probability distribution function for systems driven by superheavy-tailed noise. European Physical Journal B, 80(2), 167-175.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0029-8D9B-2

Abstract

We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the corresponding Fokker-Planck equation, we show that due to this noise the distribution function can be divided into two different parts describing the surviving and absorbing states of particles. These states and the role of superheavy-tailed noise are studied in detail using the theory of slowly varying functions.