  We constructed an analog circuit generating fluctuations of which a
probability density function has power law tails. In the circuit fluctuations
with an arbitrary exponent of the power law can be obtained by tuning the
resistance. A theory of a differential equation with both multiplicative and
additive noises which describes the circuit is introduced. The circuit is
composed of a noise generator, an analog multiplier and an integral circuit.
Sequential outputs of the circuit are observed and their probability density
function and autocorrelation coefficients are shown. It is found that
correlation time of the autocorrelation coefficient is dependent on the power
law exponent.

Statistical Mechanics