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
A random telegraph signal of Mittag-Leffler type / Ferraro, S; Manzini, Michele; Masoero, Aldo; Scalas, Enrico. - In: PHYSICA. A. - ISSN 0378-4371. - 388:(2009), pp. 3991-3999. [10.1016/j.physa.2009.06.036]
A random telegraph signal of Mittag-Leffler type
SCALAS, Enrico
2009
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 stationarityFile allegati a questo prodotto
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