Modeling long-range memory with stationary Markovian processes

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 79, Issue 3, 2009, Pages

  Miccichè, Salvatore ^a  

^a UNIVERSITY OF PALERMO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC DECAYS; AUTO CORRELATION FUNCTIONS; CO-ORDINATE TRANSFORMATIONS; COMPLEX SYSTEMS; CONTINUOUS-TIME; CORRECTION FUNCTIONS; EXPONENTIAL TAILS; EXTREME EVENTS; GAUSSIAN; LANGEVIN EQUATIONS; LOGARITHMIC CORRECTIONS; LONG MEMORIES; LONG-RANGE DEPENDENCIES; LONG-RANGE MEMORIES; MARKOVIAN; MARKOVIAN PROCESS; NEW PROCESS; NUMERICAL EVIDENCES; POWER LAWS; POWER-LAW DECAYS; POWER-LAW TAILS; PROBABILITY DENSITIES; SPECIFIC POWER; STATIONARY PROCESS;

ALGEBRA; CORRELATION DETECTORS; LAWS AND LEGISLATION; PROBABILITY DISTRIBUTIONS; REGRESSION ANALYSIS; TRELLIS CODES;

PROBABILITY DENSITY FUNCTION;

EID: 65249087849     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.79.031116     Document Type: Article

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