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A random telegraph signal of Mittag-Leffler type

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Oct 2009Embargo end date: 01 Jan 2008 Italy English Publisher:Elsevier BVJournal:Physica A: Statistical Mechanics and its Applications, volume 388, pages 3,991-3,999 (issn: 0378-4371, Copyright policy )
Authors: FERRARO S; MANZINI, Michele; MASOERO, Aldo; SCALAS, Enrico;

doi: 10.1016/j.physa.2009.06.036 , 10.48550/arxiv.0808.2577

arXiv: 0808.2577

handle: 11573/1667193 , 11573/1666985 , 11579/30074

A random telegraph signal of Mittag-Leffler type

Abstract

A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions are compared to Monte Carlo simulations. Non-Poisson dichotomous noise is non-stationary and standard spectral methods fail to describe it properly as they assume stationarity.

13 pages, 3 figures, submitted to PRE

Country
Italy
Related Organizations
Keywords

Physics - Instrumentation and Detectors, Physics - Data Analysis, Statistics and Probability, FOS: Physical sciences, Instrumentation and Detectors (physics.ins-det), dichotomous noise; Mittag-Leffler function; random telegraph signal, Data Analysis, Statistics and Probability (physics.data-an)

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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 11
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
11
Average
Average
Average
Green
bronze