Fisher–Shannon Investigation of the Effect of Nonlinearity of Discrete Langevin Model on Behavior of Extremes in Generated Time Series
Diverse forms of nonlinearity within stochastic equations give rise to varying dynamics in processes, which may influence the behavior of extreme values. This study focuses on two nonlinear models of the discrete Langevin equation: one with a fixed diffusion function (M1) and the other with a fixed...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/25/12/1650 |