2009
DOI: 10.1016/j.physa.2009.06.036
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A random telegraph signal of Mittag-Leffler type

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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Cited by 11 publications
(9 citation statements)
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“…It comes from the theory of a random walk in a random potential energy landscape and considers a random variation of barrier heights on the length scale of individual ion positions in the glass network [41,42]. The ColeCole spectral density is given by [43]: exponential ACF model. A non-exponentiality of the dynamical process is introduced and controlled via the width parameter α.…”
Section: The Power-law Waiting Times Modelmentioning
confidence: 99%
“…It comes from the theory of a random walk in a random potential energy landscape and considers a random variation of barrier heights on the length scale of individual ion positions in the glass network [41,42]. The ColeCole spectral density is given by [43]: exponential ACF model. A non-exponentiality of the dynamical process is introduced and controlled via the width parameter α.…”
Section: The Power-law Waiting Times Modelmentioning
confidence: 99%
“…Renewal theory is the branch of probability theory that generalizes Poisson processes for arbitrary holding times [16]. A far less general class of processes, called fractal renewal processes [27], was extensively studied by mathematicians [17,28], and the statistical physical community [18,21,42,49]. An early application is the work of Berger and Mandelbrot on communication networks [9].…”
Section: Introductionmentioning
confidence: 99%
“…͑18͒, is known and widely studied including its generalizations. 31,32 The solution found for the density in Sec. III ͓Eq.…”
Section: The Telegrapher's Equationmentioning
confidence: 98%