A random telegraph signal of Mittag-Leffler type

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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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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