Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2008-06-04
Phys. Rev. E, 79, 031116, (2009)
Physics
Condensed Matter
Statistical Mechanics
5 figures
Scientific paper
10.1103/PhysRevE.79.031116
In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate transformation of a specific power-law correlated additive process x(t), already known in the literature, whose pdf shows power-law tails 1/x^a. We give analytical and numerical evidence that although the new processes (i) are Markovian and (ii) have gaussian or exponential tails their autocorrelation function still shows a power-law decay
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