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Non-Markovian processes with long-range correlations: fractal dimension analysis

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dc.creator Cáceres Manuel O.
dc.date 1999
dc.date.accessioned 2013-05-29T22:50:49Z
dc.date.available 2013-05-29T22:50:49Z
dc.date.issued 2013-05-30
dc.identifier http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97331999000100011
dc.identifier http://www.doaj.org/doaj?func=openurl&genre=article&issn=01039733&date=1999&volume=29&issue=1&spage=125
dc.identifier.uri http://koha.mediu.edu.my:8181/jspui/handle/123456789/2531
dc.description A particular class of strong non-Markovian stochastic processes have been studied by using a characteristic functional technique previously reported. Exact results for all moments and the whole Kolmogorov hierarchy are presented. The asymptotic scaling of the non-Markovian stochastic process has been characterized in terms of the long-range correlated noise appearing in the correponding stochastic differential equation. A generalized Wiener process has therefore been completely characterized, its power spectrum and fractal dimensions have been studied and its possible connection with the q-statistics has been pointed out.
dc.publisher Sociedade Brasileira de Física
dc.source Brazilian Journal of Physics
dc.title Non-Markovian processes with long-range correlations: fractal dimension analysis


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