Evolution of a stochastic system within the framework of Tsallis statistics

Dmitrii O. Kharchenko and Vasilii O. Kharchenko

Physica A: Statistical Mechanics and its Applications, 2005, vol. 354, issue C, 262-280

Abstract: The general approach of a nonlinear Fokker–Planck equation is applied to investigate the behavior of main statistical moments of a stochastic system. It was shown that the system described by Tsallis statistics can undergo transitions inherent to multiplicative noise-induced transitions. The scaling laws of motion are defined to identify an anomalous time behavior of the system with multiplicative noise.

Keywords: Tsallis statistics; Noise; Statistical moments; Anomalous diffusion (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:354:y:2005:i:c:p:262-280

DOI: 10.1016/j.physa.2005.01.057

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