共 2 条
Scaling law of diffusivity generated by a noisy telegraph signal with fractal intermittency
被引:6
|作者:
Paradisi, Paolo
[1
,2
]
Allegrini, Paolo
[3
]
机构:
[1] Ist Sci & Tecnol Informaz A Faedo ISTI CNR, I-56124 Pisa, Italy
[2] BCAM, E-48009 Bilbao, Basque County, Spain
[3] Scuola Super Sant Anna, I-56127 Pisa, Italy
关键词:
Scaling;
Noise;
Time series analysis;
Signal processing;
Fractal intermittency;
Complex systems;
ANOMALOUS DIFFUSION;
NEURONAL AVALANCHES;
DYNAMICAL-APPROACH;
NEURAL DYNAMICS;
RANDOM-WALKS;
TIME-SERIES;
1/F NOISE;
RENEWAL;
BRAIN;
MODULATION;
D O I:
10.1016/j.chaos.2015.07.003
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
In many complex systems the non-linear cooperative dynamics determine the emergence of self-organized, metastable, structures that are associated with a birth-death process of cooperation. This is found to be described by a renewal point process, i.e., a sequence of crucial birth-death events corresponding to transitions among states that are faster than the typical long-life time of the metastable states. Metastable states are highly correlated, but the occurence of crucial events is typically associated with a fast memory drop, which is the reason for the renewal condition. Consequently, these complex systems display a power-law decay and, thus, a long-range or scale free behavior, in both time correlations and distribution of inter-event times, i.e., fractal intermittency. The emergence of fractal intermittency is then a signature of complexity. However, the scaling features of complex systems are, in general, affected by the presence of added white or short-term noise. This has been found also for fractal intermittency. In this work, after a brief review On metastability and noise in complex systems, we discuss the emerging paradigm of Temporal Complexity. Then, we propose a model of noisy fractal intermittency, where noise is interpreted as a renewal Poisson process with event rate r(p). We show that the presence of Poisson noise causes the emergence of a normal diffusion scaling in the long-time range of diffusion generated by a telegraph signal driven by noisy fractal intermittency. We analytically derive the scaling law of the long-time normal diffusivity coefficient. We find the surprising result that this long-time normal diffusivity depends not only on the Poisson event rate, but also on the parameters of the complex component of the signal: the power exponent mu of the inter-event time distribution, denoted as complexity index, and the time scale T needed to reach the asymptotic power-law behavior marking the emergence of complexity. In particular, in the range mu < 3, we find the counter-intuitive result that normal diffusivity increases as the Poisson rate decreases. Starting from the diffusivity scaling law here derived, we propose a novel scaling analysis of complex signals being able to estimate both the complexity index mu and the Poisson noise rate r(p). (C) 2015 Elsevier Ltd. All rights reserved.
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页码:451 / 462
页数:12
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