Abstract
We consider a dynamical system which is non-autonomous, has a stable attractor and which is perturbed by an additive noise. We establish that under some quite typical conditions, the intermittent fluctuations from the attractor 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, and is explicitly determined, using numerics or perturbation expansion, in the case of a model of colloidal particles in one-dimension.
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