A random telegraph signal of Mittag-Leffler type

被引：11

作者：

Ferraro, Simone ^{[2
]}

Manzini, Michele ^{[1
]}

Masoero, Aldo ^{[1
]}

Scalas, Enrico ^{[1
]}

机构：

[1] Univ Piemonte Orientale, Dept Adv Sci & Technol, Lab CompSems, I-15121 Alessandria, Italy

[2] Univ Cambridge, Queens Coll, Cambridge, England

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2009年 / 388卷 / 19期

关键词：

Random telegraph signal; Dichotomous noise; Mittag-Leffler function; TIME RANDOM-WALKS; MATHEMATICAL-ANALYSIS; STOCHASTIC-PROCESSES; FLICKER NOISE; STATISTICS; NANOCRYSTALS;

D O I：

10.1016/j.physa.2009.06.036

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：3991 / 3999

页数：9

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