| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 977073 | Physica A: Statistical Mechanics and its Applications | 2009 | 9 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Simone Ferraro, Michele Manzini, Aldo Masoero, Enrico Scalas,