Journal article

Publication year: 2005

Journal: Physical Review Letters

Volume number: 94

Issue number: 13

ISSN: 0031-9007

eISSN: 1079-7114

Open access status: Green

DOI Link: https://doi.org/10.1103/PhysRevLett.94.132302

Publisher: American Physical Society

Abstract: 
We show that the well-known linear Langevin equation, modeling the Brownian motion and leading to a Gaussian stationary distribution of the corresponding Fokker-Planck equation, is changed by the smallest multiplicative noise. This leads to a power-law tail of the distribution for sufficiently large momenta. At finite ratio of the correlation strength for the multiplicative and the additive noises the stationary energy distribution becomes exactly the Tsallis distribution.

Harvard Citation style: Biró, T. and Jakovác, A. (2005) Power-law tails from multiplicative noise -: art. no. 132302, Physical Review Letters, 94(13), Article 132302. https://doi.org/10.1103/PhysRevLett.94.132302

APA Citation style: Biró, T., & Jakovác, A. (2005). Power-law tails from multiplicative noise -: art. no. 132302. Physical Review Letters. 94(13), Article 132302. https://doi.org/10.1103/PhysRevLett.94.132302