Stochastic Cascade Amplification of Fluctuations
Chaotic Dynamics
2015-02-23 v1
Abstract
We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and 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.
Cite
@article{arxiv.1502.05855,
title = {Stochastic Cascade Amplification of Fluctuations},
author = {Michael Wilkinson and Robin Guichardaz and Marc Pradas and Alain Pumir},
journal= {arXiv preprint arXiv:1502.05855},
year = {2015}
}
Comments
5 pages, 4 figures