Intermittent fluctuations due to uncorrelated Lorentzian pulses

Abstract

Fluctuations due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes and duration times are considered. These are demonstrated to be strongly intermittent in the limit of weak pulse overlap, resulting in large skewness and flatness moments. The characteristic function and the lowest order moments are derived, revealing a parabolic relationship between the skewness and flatness moments. Numerical integration reveals the probability density functions in the case of exponential and Laplace distributed pulse amplitudes. This stochastic model describes the intermittent fluctuations and probability densities with exponential tails commonly observed in turbulent fluids and magnetized plasmas.