A random telegraph signal of Mittag-Leffler type

Simone Ferraro, Michele Manzini, Aldo Masoero and Enrico Scalas

Physica A: Statistical Mechanics and its Applications, 2009, vol. 388, issue 19, 3991-3999

Abstract: A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions are compared to Monte Carlo simulations. Non-Poisson dichotomous noise is non-stationary and standard spectral methods fail to describe it properly as they assume stationarity.

Keywords: Random telegraph signal; Dichotomous noise; Mittag-Leffler function (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:388:y:2009:i:19:p:3991-3999

DOI: 10.1016/j.physa.2009.06.036

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