Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes

Aleksejus Kononovicius, Rytis Kazakevičius and Bronislovas Kaulakys

Chaos, Solitons & Fractals, 2022, vol. 162, issue C

Abstract: We analyze the statistical properties of a temporal point process driven by a confined fractional Brownian motion. The event count distribution and power spectral density of this non-Markovian point process exhibit power-law scaling. We show that a nonlinear Markovian point process can reproduce the same scaling behavior. This result indicates a possible link between nonlinearity and apparent non-Markovian behavior.

Keywords: Long-range memory; Nonlinear dynamics; Non-Markovian dynamics; Point processes (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077922007111
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922007111

DOI: 10.1016/j.chaos.2022.112508

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().