| 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 |
|