par Steinbrecher, György;Garbet, Xavier;Weyssow, Boris 
Référence Annals of the University of Craiova, Physics, 19, 1, page (107-123)
Publication Publié, 2009
Référence Annals of the University of Craiova, Physics, 19, 1, page (107-123)
Publication Publié, 2009
Article révisé par les pairs
| Résumé : | The problem of the stochastic linear stability analysis is treated within the framework of a model of random walk on the complex affine group. The new feature, related to the stochastic aspects of the instability analysis, is the occurrence of the heavy tail of stationary probability density function. We compute the exponent of the heavy tail in the framework of general complex, one- dimensional, slightly sub critical, continuous time random affine multiplicative model. In this model the driving multiplicative noise is complex, whose real part is Gaussian, stationary, with rapid decay of the correlations. The additive noise is complex, nonlinear and is subjected to restrictions of technical nature. |
