Time evolution towards q-Gaussian stationary states through unified Ito-Stratonovich stochastic equation
Abstract
We consider a class of single-particle one-dimensional stochastic equations which include external field, additive and multiplicative noises. We use a parameter which enables the unification of the traditional It\^o and Stratonovich approaches, now recovered respectively as the and particular cases to derive the associated Fokker-Planck equation (FPE). These FPE is a {\it linear} one, and its stationary state is given by a -Gaussian distribution with , where characterizes the strength of the confining external field, and is the (normalized) amplitude of the multiplicative noise. We also calculate the standard kurtosis and the -generalized kurtosis (i.e., the standard kurtosis but using the escort distribution instead of the direct one). Through these two quantities we numerically follow the time evolution of the distributions. Finally, we exhibit how these quantities can be used as convenient calibrations for determining the index from numerical data obtained through experiments, observations or numerical computations.
Keywords
Cite
@article{arxiv.1004.0722,
title = {Time evolution towards q-Gaussian stationary states through unified Ito-Stratonovich stochastic equation},
author = {B. Coutinho dos Santos and C. Tsallis},
journal= {arXiv preprint arXiv:1004.0722},
year = {2015}
}
Comments
9 pages, 2 figures