A random telegraph signal of Mittag-Leffler type

Details A random telegraph signal of Mittag-Leffler type A random telegraph signal of Mittag-Leffler type

2008-08-19

arxiv.org/abs/0808.2577v1

Physica A388:3991-3999,2009

Physics

Data Analysis, Statistics and Probability

13 pages, 3 figures, submitted to PRE

Scientific paper

10.1016/j.physa.2009.06.036

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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