Ferraro, Simone, Manzini, Michele, Masoero, Aldo and Scalas, Enrico (2009) A random telegraph signal of Mittag-Leffler type. Physica A: Statistical Mechanics and its Applications, 388 (19). pp. 3991-3999. ISSN 0378-4371

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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.

Item Type:	Article
Schools and Departments:	School of Mathematical and Physical Sciences > Mathematics
Subjects:	Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Depositing User:	Enrico Scalas
Date Deposited:	25 Sep 2014 13:05
Last Modified:	25 Sep 2014 13:05
URI:	http://sro.sussex.ac.uk/id/eprint/50254

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