Stationary states in single-well potentials under symmetric Lévy noises. Dybiec, B., Sokolov, I., & Chechkin, A. Journal of Statistical Mechanics: Theory and Experiment, 2010.
doi  abstract   bibtex   
We discuss the existence of stationary states for subharmonic potentials V(x) ∝ |x|c, c < 2, under the action of symmetric α-stable noises. We show analytically that the necessary condition for the existence of the steady state is c > 2 - α. Consequently, for harmonic (c = 2) and superharmonic potentials (c > 2) driven by any α-stable noise, steady states always exist. Stationary states are characterized by probability density functions P(x) ∝ x-(c+α-1) for |x| → ∞ having a lighter tail than the noise distribution for superharmonic potentials (c > 2) and a heavier tail than the noise distribution for subharmonic ones. Monte Carlo simulations confirm the existence of such stationary states and the form of the tails of the corresponding probability densities. © 2010 IOP Publishing Ltd and SISSA.
@article{
 title = {Stationary states in single-well potentials under symmetric Lévy noises},
 type = {article},
 year = {2010},
 keywords = {Stationary states,Stochastic particle dynamics (theory),Stochastic processes (theory)},
 volume = {2010},
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 abstract = {We discuss the existence of stationary states for subharmonic potentials V(x) ∝ |x|c, c < 2, under the action of symmetric α-stable noises. We show analytically that the necessary condition for the existence of the steady state is c > 2 - α. Consequently, for harmonic (c = 2) and superharmonic potentials (c > 2) driven by any α-stable noise, steady states always exist. Stationary states are characterized by probability density functions P(x) ∝ x-(c+α-1) for |x| → ∞ having a lighter tail than the noise distribution for superharmonic potentials (c > 2) and a heavier tail than the noise distribution for subharmonic ones. Monte Carlo simulations confirm the existence of such stationary states and the form of the tails of the corresponding probability densities. © 2010 IOP Publishing Ltd and SISSA.},
 bibtype = {article},
 author = {Dybiec, B. and Sokolov, I.M. and Chechkin, A.V.},
 doi = {10.1088/1742-5468/2010/07/P07008},
 journal = {Journal of Statistical Mechanics: Theory and Experiment},
 number = {7}
}

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