### Abstract

We analyze the time behavior of generalized squared Bessel processes, which are useful for modeling the relevant scales of stochastic acceleration problems. These nonstationary stochastic processes obey a Langevin equation with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic behavior of the probability density function for non-Gaussian white and colored noise sources. We find that the functional form of the probability density functions is independent of the statistics of the noise source considered. Theoretical results are in good agreement with those obtained by numerical simulations of the Langevin equation with pulse noise sources.

Lingua originale | English |
---|---|

pagine (da-a) | 1-16 |

Numero di pagine | 16 |

Rivista | Journal of Statistical Mechanics: Theory and Experiment |

Volume | 2015 |

Stato di pubblicazione | Published - 2015 |

### All Science Journal Classification (ASJC) codes

- Statistical and Nonlinear Physics
- Statistics and Probability
- Statistics, Probability and Uncertainty

## Fingerprint Entra nei temi di ricerca di 'Stochastic acceleration in generalized squared Bessel processes'. Insieme formano una fingerprint unica.

## Cita questo

Valenti, D., Spagnolo, B., Chichigina, Spagnolo, & Dubkov (2015). Stochastic acceleration in generalized squared Bessel processes.

*Journal of Statistical Mechanics: Theory and Experiment*,*2015*, 1-16.