On superstatistical multiplicative-noise processes

dc.creatorQueiros, Silvio M. Duarte
dc.date2007-09-28
dc.date2008-06-12
dc.date.accessioned2026-07-07T12:54:29Z
dc.date.available2026-07-07T12:54:29Z
dc.descriptionIn this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the value of the exponent occurs in the same conditions presented by Beck and Cohen for superstatistics. Moreover, we are able to provide a dynamical scenario for the emergence of a generalisation of the Weibull distribution previously introduced.
dc.description7 pages, 8 figures. A note about the application on turbulence models has been added to this final published version
dc.identifierhttps://arxiv.org/abs/0709.4653
dc.identifierhttp://arxiv.org/abs/0709.4653
dc.identifierBraz. J. Phys. 38, 203 (2008)
dc.identifierdoi:10.1590/S0103-97332008000200001
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/223946
dc.subjectStatistical Mechanics
dc.titleOn superstatistical multiplicative-noise processes
dc.typetext

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