Sporadic randomness: The transition from the stationary to the nonstationary condition

Massimiliano Ignaccolo, Paolo Grigolini, and Angelo Rosa
Phys. Rev. E 64, 026210 – Published 19 July 2001
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Abstract

We address the study of sporadic randomness by means of the Manneville map. We point out that the Manneville map is the generator of fluctuations yielding the Lévy processes, and that these processes are currently regarded by some authors as statistical manifestations of a nonextensive form of thermodynamics. For this reason we study the sensitivity to initial conditions with the help of a nonextensive form of the Lyapunov coefficient. The purpose of this research is twofold. The former is to assess whether a finite diffusion coefficient might emerge from the nonextensive approach. This property, at first sight, seems to be plausible in the nonstationary case, where conventional Kolmogorov-Sinai analysis predicts a vanishing Lyapunov coefficient. The latter purpose is to confirm or reject conjectures about the nonextensive nature of Lévy processes. We find that the adoption of a nonextensive approach does not serve any predictive purpose: It does not even signal a transition from a stationary to a nonstationary regime. These conclusions are reached by means of both numerical and analytical calculations that shed light on why the Lévy processes do not imply any need to depart from the adoption of traditional complexity measures.

  • Received 21 March 2000

DOI:https://doi.org/10.1103/PhysRevE.64.026210

©2001 American Physical Society

Authors & Affiliations

Massimiliano Ignaccolo1, Paolo Grigolini1,2,3, and Angelo Rosa4

  • 1Center for Nonlinear Science, University of North Texas, P.O. Box 305370, Denton, Texas 76203
  • 2Istituto di Biofisica CNR, Area della Ricerca di Pisa, Via Alfieri 1, San Cataldo 56010 Ghezzano-Pisa, Italy
  • 3Dipartimento di Fisica dell’Universitá di Pisa and INFM, Piazza Torricelli 2, 56127 Pisa, Italy
  • 4International School for Advanced Studies SISSA-ISAS, Via Beirut 2-4, 34014 Trieste, Italy

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Issue

Vol. 64, Iss. 2 — August 2001

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