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Accession Number ADA577839
Title Stochastic Differential Equations for Power Law Behaviors.
Publication Date 2012
Media Count 8p
Personal Author B. Jiang D. Towsley R. Brockett W. Gong
Abstract We present in this paper some simple stochastic differential equations that leads to lower-tail and/or upper tail power law behaviors. We also present a model with bidirectional Poisson counters that exhibits power law behavior near a critical point, which might be of interest to statistical physics.
Keywords Differential equations
Distribution functions
Poisson equation
Power law
Stochastic differential equations
Stochastic processes

Source Agency Non Paid ADAS
NTIS Subject Category 72B - Algebra, Analysis, Geometry, & Mathematical Logic
72F - Statistical Analysis
Corporate Author Massachusetts Univ., Amherst. Dept. of Computer Science.
Document Type Technical report
Title Note Technical rept.
NTIS Issue Number 1321
Contract Number W911NF-08-1-0233

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