Stochastic Differential Equations for Power Law Behaviors

Abstract

We present in this paper some simple stochastic differential equations that leads to lower-tail and/or upper tail power law behaviors. We also present a model with bidirectional Poisson counters that exhibits power law behavior near a critical point, which might be of interest to statistical physics.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2012
Accession Number
ADA577839

Entities

People

  • Bo Jiang
  • Don Towsley
  • Roger Brockett
  • Weibo Gong

Organizations

  • University of Massachusetts Amherst

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Brownian Motion
  • Computers
  • Differential Equations
  • Distribution Functions
  • Engineering
  • Equations
  • Fokker Planck Equations
  • Information Operations
  • Method Of Characteristics
  • Military Research
  • Normal Distribution
  • Phase Transformations
  • Probability
  • Random Variables
  • Steady State
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.
  • Structural Health Monitoring of Composite Structures.