Stochastic acceleration in generalized squared Bessel processesстатья
Статья опубликована в высокорейтинговом журнале
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Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 5 мая 2015 г.
Аннотация:Abstract. We analyze the time behavior of generalized squared Bessel processes,
which are useful for modeling the relevant scales of stochastic acceleration
problems. These nonstationary stochastic processes obey a Langevin equation
with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic
behavior of the probability density function for non-Gaussian white and colored
noise sources. We find that the functional form of the probability density
functions is independent of the statistics of the noise source considered.
Theoretical results are in good agreement with those obtained by numerical
simulations of the Langevin equation with pulse noise sources.