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arXiv · 0709.4653

On superstatistical multiplicative-noise processes

Silvio M. Duarte Queiros
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Abstract

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the value of the exponent occurs in the same conditions presented by Beck and Cohen for superstatistics. Moreover, we are able to provide a dynamical scenario for the emergence of a generalisation of the Weibull distribution previously introduced.

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Silvio M. Duarte Queiros. 2008-06-12. On superstatistical multiplicative-noise processes. https://doi.org/10.1590/s0103-97332008000200001

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