arXiv · 1502.05855
Stochastic Cascade Amplification of Fluctuations
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.
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Michael Wilkinson, Robin Guichardaz, Marc Pradas, Alain Pumir. 2015-02-20. Stochastic Cascade Amplification of Fluctuations. https://arxiv.org/abs/1502.05855
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