Dynamical origin of memory and renewal

Cakir R., Grıgolını P., Krokhın A. A.

PHYSICAL REVIEW E, cilt.74, 2006 (SCI-Expanded) identifier identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 74
  • Basım Tarihi: 2006
  • Doi Numarası: 10.1103/physreve.74.021108
  • Dergi Adı: PHYSICAL REVIEW E
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Recep Tayyip Erdoğan Üniversitesi Adresli: Hayır

Özet

We show that the dynamic approach to fractional Brownian motion (FBM) establishes a link between a non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and correlated dynamic processes, whose individual trajectories keep a nonvanishing memory of their past time evolution. It is well known that the recrossings of the origin by an ordinary one-dimensional diffusion trajectory generates a Levy (and thus renewal) process of index theta=1/2. We prove with theoretical and numerical arguments that this is the special case of a more general condition, insofar as the recrossings produced by the dynamic FBM generates a Levy process with 0