Year: 2008
Type: article
Abstract: 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.
Source: Brazilian Journal of Physics
Author: Sílvio M. Duarte Queirós
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,290
Funder: Queen Mary University of London
OpenAlex ID: W1964472661