Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
979445 | Physica A: Statistical Mechanics and its Applications | 2008 | 11 Pages |
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
Krzysztof Burnecki, Joseph Klafter, Marcin Magdziarz, Aleksander Weron,