Asymptotic power law of moments in a random multiplicative process with weak additive noise

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dc.creatorNakao, Hiroya
dc.date1998-02-03
dc.date.accessioned2026-07-07T08:01:54Z
dc.date.available2026-07-07T08:01:54Z
dc.descriptionIt is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the stochastic variable scales as a function of the additive noise strength. We clarify the mechanism for this power-law behavior of moments by treating a simple Langevin-type model both approximately and exactly, and argue this mechanism is universal. We also discuss the relevance of our findings to noisy on-off intermittency and to singular spatio-temporal chaos recently observed in systems of non-locally coupled elements.
dc.description11 pages, 9 figures, submitted to Phys. Rev. E
dc.identifierhttps://arxiv.org/abs/cond-mat/9802030
dc.identifierhttp://arxiv.org/abs/cond-mat/9802030
dc.identifierPhys. Rev. E. 58 (1998) 1591
dc.identifierdoi:10.1103/PhysRevE.58.1591
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/129065
dc.subjectStatistical Mechanics
dc.subjectChaotic Dynamics
dc.titleAsymptotic power law of moments in a random multiplicative process with weak additive noise
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