Article ID Journal Published Year Pages File Type
979445 Physica A: Statistical Mechanics and its Applications 2008 11 Pages PDF
Abstract

We demonstrate that continuous-time FARIMA processes with αα-stable noise provide a new stochastic tool for studying the solar flare phenomenon in the framework of fractional Langevin equation. Simple computer tests to check the origins of αα-stability and self-similarity are implemented for empirical time series describing the energy of solar flares. Based on observed physical time series we solve the challenging problem of how to detect long-range dependence from real data and how to model it via fractional dynamics (Langevin or Fokker–Planck). We employ here codifference as a proper measure for long-range dependence. It is applicable to empirical data from the distribution lacking the second moment.

Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
, , , ,