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|dc.creator||Cáceres Manuel O.||-|
|dc.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.||-|
|dc.publisher||Sociedade Brasileira de Física||-|
|dc.source||Brazilian Journal of Physics||-|
|dc.title||Non-Markovian processes with long-range correlations: fractal dimension analysis||-|
|Appears in Collections:||Physics and Astronomy|
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