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A GENERALIZED CAUCHY PROCESS HAVING CUBIC NONLINEARITY
http://hdl.handle.net/2241/114838
http://hdl.handle.net/2241/11483839fe2b8f-ba02-42d3-ab10-6ed1d3a278a4
名前 / ファイル | ライセンス | アクション |
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RMP_67-2.pdf (209.4 kB)
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Item type | Journal Article(1) | |||||
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公開日 | 2012-01-17 | |||||
タイトル | ||||||
タイトル | A GENERALIZED CAUCHY PROCESS HAVING CUBIC NONLINEARITY | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | journal article | |||||
著者 |
KONNO, HIDETOSHI
× KONNO, HIDETOSHI× TAMURA, YOSHIYASU |
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著者別名 |
金野, 秀敏
× 金野, 秀敏 |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | A generalized Cauchy process with a cubic nonlinear term (a nonlinear friction) is studied under the influence of independent multiplicative and additive Gaussian-white noises. Three methods of parameter estimation (i.e. the maximum likelihood, the moment and the log-amplitude moment) are presented in detail. The effect of nonlinearity-noise mterplay associated with the nonlinear friction under the influences of both multiplicative and additive noises are discussed in conjunction with fluctuation-dissipation theorem. The physical significance of nonlinear friction is demonstrated with the use of time series data in economics and fluid turbulence. | |||||
書誌情報 |
Reports on mathematical physics 巻 67, 号 2, p. 179-195, 発行日 2011-04 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0034-4877 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA00812770 | |||||
DOI | ||||||
識別子タイプ | DOI | |||||
関連識別子 | 10.1016/S0034-4877(11)00011-5 | |||||
権利 | ||||||
権利情報 | © 2011 Polish Scientific Publishers. NOTICE: this is the author’s version of a work that was accepted for publication in Reports on mathematical physics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, Vol67(2), 2011 DOI:10.1016/S0034-4877(11)00011-5 | |||||
著者版フラグ | ||||||
値 | author | |||||
出版者 | ||||||
出版者 | Elsevier | |||||
URI | ||||||
識別子 | http://hdl.handle.net/2241/114838 | |||||
識別子タイプ | HDL |