Title :
Stochastic differential equations for power law behaviors
Author :
Bo Jiang ; Brockett, Roger ; Weibo Gong ; Towsley, Don
Author_Institution :
Dept. of Comput. Sci., Univ. of Massachusetts, Amherst, MA, USA
Abstract :
In this paper we present simple stochastic differential equations that lead to lower-tail and/or upper tail power law behaviors. We also present a model with bi-directional Poisson counters that exhibits power law behavior near a critical point, which might be of interest to statistical physics.
Keywords :
differential equations; stochastic processes; bidirectional Poisson counters; power law behaviors; statistical physics; stochastic differential equations; upper tail power law behaviors; Differential equations; Equations; Mathematical model; Radiation detectors; Steady-state; Stochastic processes; Yttrium;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6426867
