Non-Markovian processes with long-range correlations: fractal dimension analysis

Detalhes bibliográficos
Autor(a) principal: Cáceres,Manuel O.
Data de Publicação: 1999
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Brazilian Journal of Physics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011
Resumo: 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.
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spelling Non-Markovian processes with long-range correlations: fractal dimension analysisA 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.Sociedade Brasileira de Física1999-03-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011Brazilian Journal of Physics v.29 n.1 1999reponame:Brazilian Journal of Physicsinstname:Sociedade Brasileira de Física (SBF)instacron:SBF10.1590/S0103-97331999000100011info:eu-repo/semantics/openAccessCáceres,Manuel O.eng1999-09-17T00:00:00Zoai:scielo:S0103-97331999000100011Revistahttp://www.sbfisica.org.br/v1/home/index.php/pt/ONGhttps://old.scielo.br/oai/scielo-oai.phpsbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br1678-44480103-9733opendoar:1999-09-17T00:00Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)false
dc.title.none.fl_str_mv Non-Markovian processes with long-range correlations: fractal dimension analysis
title Non-Markovian processes with long-range correlations: fractal dimension analysis
spellingShingle Non-Markovian processes with long-range correlations: fractal dimension analysis
Cáceres,Manuel O.
title_short Non-Markovian processes with long-range correlations: fractal dimension analysis
title_full Non-Markovian processes with long-range correlations: fractal dimension analysis
title_fullStr Non-Markovian processes with long-range correlations: fractal dimension analysis
title_full_unstemmed Non-Markovian processes with long-range correlations: fractal dimension analysis
title_sort Non-Markovian processes with long-range correlations: fractal dimension analysis
author Cáceres,Manuel O.
author_facet Cáceres,Manuel O.
author_role author
dc.contributor.author.fl_str_mv Cáceres,Manuel O.
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.
publishDate 1999
dc.date.none.fl_str_mv 1999-03-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0103-97331999000100011
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Física
publisher.none.fl_str_mv Sociedade Brasileira de Física
dc.source.none.fl_str_mv Brazilian Journal of Physics v.29 n.1 1999
reponame:Brazilian Journal of Physics
instname:Sociedade Brasileira de Física (SBF)
instacron:SBF
instname_str Sociedade Brasileira de Física (SBF)
instacron_str SBF
institution SBF
reponame_str Brazilian Journal of Physics
collection Brazilian Journal of Physics
repository.name.fl_str_mv Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)
repository.mail.fl_str_mv sbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br
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