Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第45回ISCIE「確率システム理論と応用」国際シンポジウム(2013年11月, 沖縄)
Superstatistics and System Identification for a Class of Generalized Cauchy Processes
Hidetoshi KonnoYusuke UchiyamaImre Pázsit
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ジャーナル フリー

2014 年 2014 巻 p. 126-136

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A generalized Cauchy process has been extensively studied since it gives one of the three universal distributions in Beck-Cohen superstatistics. There are many stochastic processes which give Cauchy type distributions in non-equilibrium open systems. However, their different features of intermittency and associated nonlinear structures are not elucidated completely. This paper exhibits a class of generalized Cauchy processes with their temporal features in the first, second and third order systems. A theoretical method for discriminating their various stochastic models is also discussed.
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© 2014 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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