Non-Markovian processes with long-range correlations: fractal dimension analysis
A particular class of strong non-Markovian stochastic processes have been studied by using a characteristic functional technique previously reported. Exact results for all moments and the whole Kolmogorov hierarchy are presented. The asymptotic scaling of the non-Markovian stochastic process has been characterized in terms of the long-range correlated noise appearing in the correponding stochastic differential equation. A generalized Wiener process has therefore been completely characterized, its power spectrum and fractal dimensions have been studied and its possible connection with the q-statistics has been pointed out.
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| Format: | Digital revista |
| Language: | English |
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Sociedade Brasileira de Física
1999
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011 |
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