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Power-law distributions in noisy dynamical systems

Wilkinson, Michael; Guicharaz, Robin; Pradas, Marc and Pumir, Alain (2015). Power-law distributions in noisy dynamical systems. EPL, 111(5), article no. 50005.

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We consider a dynamical system which is non-autonomous, has a stable attractor and which is perturbed by an additive noise. We establish that under some quite typical conditions, the intermittent fluctuations from the attractor have a probability distribution with power-law tails. We show that this results from a stochastic cascade of amplification of fluctuations due to transient periods of instability. The exponent of the power-law is interpreted as a negative fractal dimension, and is explicitly determined, using numerics or perturbation expansion, in the case of a model of colloidal particles in one-dimension.

Item Type: Journal Item
Copyright Holders: 2015 EPLA
ISSN: 1286-4854
Extra Information: 6 pp.
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 44441
Depositing User: Michael Wilkinson
Date Deposited: 28 Sep 2015 08:11
Last Modified: 08 Dec 2018 08:50
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