Correlation and relaxation times for a stochastic process with a fat-tailed steady-state distribution

DOI10.1016/j.physa.2017.01.081zbMath1400.60045arXiv1608.01322OpenAlexW2491206204MaRDI QIDQ1620609

R. A. Serota, Zhiyuan Liu

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01322

zbMATH Keywords

correlationrelaxationFokker-Plancksteady-statefat-tailed

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Related Items (2)

Autocorrelation functions and ergodicity in diffusion with stochastic resetting ⋮ On absence of steady state in the Bouchaud-Mézard network model

Cites Work

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• Distribution of wealth in a network model of the economy
• The Fokker-Planck equation. Methods of solutions and applications.
• On growth-optimal tax rates and the issue of wealth inequalities
• The Dynamics of Inequality

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