Lévy flights in inhomogeneous environments and 1 / f noise
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Publication:1783022
DOI10.1016/J.PHYSA.2014.06.020zbMATH Open1395.82190arXiv1403.0409OpenAlexW2088303510MaRDI QIDQ1783022FDOQ1783022
Authors: Rytis Kazakevičius, J. Ruseckas 
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
Abstract: Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian noise and generating signals with 1/f power spectral density by replacing the Gaussian noise with a more general L'evy stable noise. The equations with the Gaussian noise arise as a special case when the index of stability alpha=2. We expect that this generalization may be useful for describing 1/f fluctuations in the systems subjected to L'evy stable noise.
Full work available at URL: https://arxiv.org/abs/1403.0409
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Cited In (20)
- Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
- Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise
- Beta Brownian motion
- Lévy flight applied to random media problems
- Stable infinite variance fluctuations in randomly amplified Langevin systems
- Amplitude truncation of Gaussian \(1/f^{\alpha }\) noises
- Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations
- Title not available (Why is that?)
- Stochastic diffusion and stable noise-induced phenomena
- Asymmetric Lévy flights in nonhomogeneous environments
- Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise
- Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with \(1/f\) noise
- Chaos-enhanced Cuckoo search optimization algorithms for global optimization
- Amplitude truncation of Gaussian \(1/f^\alpha\) noises: results and problems
- Lévy flights in confining environments: random paths and their statistics
- Spectral design of anomalous diffusion
- 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency
- Lévy stable noise-induced transitions: stochastic resonance, resonant activation and dynamic hysteresis
- Analogies between colored Lévy noise and random channel approach to disordered kinetics
- Lévy-driven Langevin systems: targeted stochasticity
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