| Autor: |
Łukasz Kuśmierz, Bartłomiej Dybiec, Ewa Gudowska-Nowak |
| Jazyk: |
angličtina |
| Rok vydání: |
2018 |
| Předmět: |
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| Zdroj: |
Entropy, Vol 20, Iss 9, p 658 (2018) |
| Druh dokumentu: |
article |
| ISSN: |
1099-4300 |
| DOI: |
10.3390/e20090658 |
| Popis: |
Scale free Lévy motion is a generalized analogue of the Wiener process. Its time derivative extends the notion of “white noise” to non-Gaussian noise sources, and as such, it has been widely used to model natural signal variations described by an overdamped Langevin stochastic differential equation. Here, we consider the dynamics of an archetypal model: a Brownian-like particle is driven by external forces, and noise is represented by uncorrelated Lévy fluctuations. An unperturbed system of that form eventually attains a steady state which is uniquely determined by the set of parameter values. We show that the analyzed Markov process with the stability index α < 2 violates the detailed balance, i.e., its stationary state is quantified by a stationary probability density and nonvanishing current. We discuss consequences of the non-Gibbsian character of the stationary state of the system and its impact on the general form of the fluctuation–dissipation theorem derived for weak external forcing. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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