Long-range correlated stationary Markovian processes

Details Long-range correlated stationary Markovian processes Long-range correlated stationary Markovian processes

2002-03-21

arxiv.org/abs/cond-mat/0203442v1

Physics

Condensed Matter

Statistical Mechanics

4 pages

Scientific paper

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an appropriate quantum potential we determine the asymptotic behavior of the autocorrelation function of the process in an analytical way. We find the conditions needed to observe a stationary long-range correlated Markovian process. In the presence of long-range correlation, for selected values of the control parameters, the process has a 1/f-like spectral density for low frequency values.

Affiliated with

Also associated with

No associations

Rating

Long-range correlated stationary Markovian processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Long-range correlated stationary Markovian processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Long-range correlated stationary Markovian processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-664946