Long-range correlations in time series generated by time-fractional diffusion: A numerical study

Physica A: Statistical Mechanics and its Applications

Volumn 355, Issue 1, 2005, Pages 190-198

  Barbieri, Davide ^a   Vivoli, Alessandro ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Correlations; Fractional diffusion; Random walks; Time series

Indexed keywords

DIFFUSION; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; POISSON EQUATION; PROBABILITY; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

CORRELATIONS; FRACTIONAL DIFFUSION; RANDOM WALKS; TIME SERIES;

CORRELATION METHODS;

EID: 21444454941     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.02.083     Document Type: Conference Paper

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