On superstatistical multiplicative-noise processes

AUTOR(ES)

Queirós, Sílvio M. Duarte

FONTE

Brazilian Journal of Physics

DATA DE PUBLICAÇÃO

2008-06

RESUMO

In this article we analyse the long-term probability density function of non-stationary dynamical processes with time varying multiplicative noise exponents which are enclosed inwards the Feller class of processes. The update in the value of the exponent occurs in the same conditions as presented by BECK and COHEN for superstatistics. Moreover, we are able to provide a dynamical scenario for the emergence of a generalisation of the Weibull distribution previously introduced.

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