Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/123456789/2531| Title: | Non-Markovian processes with long-range correlations: fractal dimension analysis |
| Issue Date: | 30-May-2013 |
| Publisher: | Sociedade Brasileira de Física |
| Description: | A particular class of strong non-Markovian stochastic processes have been studied by using a characteristic functional technique previously reported. Exact results for all moments and the whole Kolmogorov hierarchy are presented. The asymptotic scaling of the non-Markovian stochastic process has been characterized in terms of the long-range correlated noise appearing in the correponding stochastic differential equation. A generalized Wiener process has therefore been completely characterized, its power spectrum and fractal dimensions have been studied and its possible connection with the q-statistics has been pointed out. |
| URI: | http://koha.mediu.edu.my:8181/jspui/handle/123456789/2531 |
| Other Identifiers: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011 http://www.doaj.org/doaj?func=openurl&genre=article&issn=01039733&date=1999&volume=29&issue=1&spage=125 |
| Appears in Collections: | Physics and Astronomy |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.