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

Risultato della ricerca: Contributo su rivista › Articolo in rivista › 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.

Lingua originale	Inglese
pagine (da-a)	3991-3999
Numero di pagine	9
Rivista	Physica A: Statistical Mechanics and its Applications
Volume	388
Numero di pubblicazione	19
DOI	https://doi.org/10.1016/j.physa.2009.06.036
Stato di pubblicazione	Pubblicato - 1 ott 2009
Pubblicato esternamente	Sì

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10.1016/j.physa.2009.06.036

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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.",

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AU - Manzini, Michele

AU - Masoero, Aldo

AU - Scalas, Enrico

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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.

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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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A random telegraph signal of Mittag-Leffler type

Abstract

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