A random telegraph signal of Mittag-Leffler type

Simone Ferraro; Michele Manzini; Aldo Masoero; Enrico Scalas

doi:10.1016/j.physa.2009.06.036

A random telegraph signal of Mittag-Leffler type

Simone Ferraro
, Michele Manzini
, Aldo Masoero
, Enrico Scalas

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	3991-3999
Number of pages	9
Journal	Physica A: Statistical Mechanics and its Applications
Volume	388
Issue number	19
DOIs	https://doi.org/10.1016/j.physa.2009.06.036
Publication status	Published - 1 Oct 2009
Externally published	Yes

Keywords

Dichotomous noise
Mittag-Leffler function
Random telegraph signal

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10.1016/j.physa.2009.06.036

Cite this

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AU - Manzini, Michele

AU - Masoero, Aldo

AU - Scalas, Enrico

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Y1 - 2009/10/1

N2 - 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.

AB - 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.

KW - Dichotomous noise

KW - Mittag-Leffler function

KW - Random telegraph signal

UR - https://www.scopus.com/pages/publications/67650158382

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DO - 10.1016/j.physa.2009.06.036

M3 - Article

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JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

IS - 19

ER -

A random telegraph signal of Mittag-Leffler type

Abstract

Keywords

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