Stochastic Cascade Amplification of Fluctuations

Abstract

We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with power-law tails. We show that this results from a stochastic cascade of amplification of fluctuations due to transient periods of instability. The exponent of the power-law is interpreted as a negative fractal dimension.