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arXiv 1206.2152cond-mat.stat-mechnlin.CD
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混沌边缘的噪声、同步和关联

Noise, Synchrony and Correlations at the Edge of Chaos

Alessandro Pluchino, Andrea Rapisarda, Constantino Tsallis

摘要:

研究了在混沌边缘的N个局部耦合Logistic映射的线性链中弱随机加性噪声的影响。地图往往同步足够强的耦合,但如果一个弱的噪音被添加,非常间歇性波动的回报时间序列观察。当噪声增加时,这种不稳定性趋于消失。考虑到pdf的回报,我们观察到的出现,可以令人满意地再现$q$ -高斯曲线典型的非广泛的统计力学的胖尾巴。对这些极端事件的发生间隔时间也作了详细的研究。与最近的金融数据分析的相似之处也进行了讨论。

英文摘要:

We study the effect of a weak random additive noise in a linear chain of N locally-coupled logistic maps at the edge of chaos. Maps tend to synchronize for a strong enough coupling, but if a weak noise is added, very intermittent fluctuations in the returns time series are observed. This intermittency tends to disappear when noise is increased. Considering the pdfs of the returns, we observe the emergence of fat tails which can be satisfactorily reproduced by $q$-Gaussians curves typical of nonextensive statistical mechanics. Interoccurrence times of these extreme events are also studied in detail. Similarities with recent analysis of financial data are also discussed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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