Scaling law of diffusivity generated by a noisy telegraph signal with fractal intermittency

Paolo Paradisi and Paolo Allegrini

Chaos, Solitons & Fractals, 2015, vol. 81, issue PB, 451-462

Abstract: In many complex systems the non-linear cooperative dynamics determine the emergence of self-organized, metastable, structures that are associated with a birth–death process of cooperation. This is found to be described by a renewal point process, i.e., a sequence of crucial birth–death events corresponding to transitions among states that are faster than the typical long-life time of the metastable states. Metastable states are highly correlated, but the occurrence of crucial events is typically associated with a fast memory drop, which is the reason for the renewal condition. Consequently, these complex systems display a power-law decay and, thus, a long-range or scale-free behavior, in both time correlations and distribution of inter-event times, i.e., fractal intermittency.

Keywords: Scaling; Noise; Time series analysis; Signal processing; Fractal intermittency; Complex systems (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:81:y:2015:i:pb:p:451-462

DOI: 10.1016/j.chaos.2015.07.003

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