Pluchino Alessandro, Rapisarda Andrea, Tsallis Constantino
Dipartimento di Fisica e Astronomia, Università di Catania and Istituto Nazionale di Fisica Nucleare sezione di Catania, Via S. Sofia 64, 95123 Catania, Italy.
Phys Rev E Stat Nonlin Soft Matter Phys. 2013 Feb;87(2):022910. doi: 10.1103/PhysRevE.87.022910. Epub 2013 Feb 19.
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 probability distribution functions (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. The interoccurrence times of these extreme events are also studied in detail. Similarities with the recent analysis of financial data are also discussed.
我们研究了在混沌边缘的由N个局部耦合逻辑斯谛映射组成的线性链中，弱随机加性噪声的影响。对于足够强的耦合，映射趋于同步，但如果添加弱噪声，则会在返回时间序列中观察到非常间歇性的波动。当噪声增加时，这种间歇性趋于消失。考虑返回值的概率分布函数（pdfs），我们观察到出现了肥尾现象，这可以由非广延统计力学中典型的q - 高斯曲线令人满意地再现。我们还详细研究了这些极端事件的发生间隔时间。同时也讨论了与近期金融数据分析的相似之处。
