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

Aleksejus Kononovicius, Rytis Kazakevi\v{c}ius and Bronislovas Kaulakys

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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.

Date: 2022-05, Revised 2022-07
New Economics Papers: this item is included in nep-dem
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