Bibliographic Details
| Title: |
A random telegraph signal of Mittag-Leffler type |
| Authors: |
Ferraro, Simone1, Manzini, Michele2, Masoero, Aldo2, Scalas, Enrico2 enrico.scalas@mfn.unipmn.it |
| Source: |
Physica A. Oct2009, Vol. 388 Issue 19, p3991-3999. 9p. |
| Subjects: |
Stochastic processes, Electronic noise, Algebraic functions, Analysis of covariance, Poisson processes, Renewal theory, Monte Carlo method, Simulation methods & models, Spectral theory |
| Abstract: |
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. [Copyright &y& Elsevier] |
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| Database: |
Engineering Source |
