Stochastic flow cascades

DOI10.1007/S10955-011-0340-6zbMATH Open1235.82052OpenAlexW2079380300MaRDI QIDQ664572FDOQ664572

Authors: Michael F. Shlesinger, Iddo I. Eliazar 

Publication date: 2 March 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-011-0340-6

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zbMATH Keywords

heavy tailsrobustnessPoisson processesLangevin equationmoving averagesNoah effectconvolution filterscorrelation differencesJoseph effectlong-ranged correlationsretention timesLévy laws

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

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Cited In (1)

• Noise cascades and Lévy correlations

Uses Software

• FinTS

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