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A random telegraph signal of Mittag-Leffler type

Author

Listed:
  • Ferraro, Simone
  • Manzini, Michele
  • Masoero, Aldo
  • Scalas, Enrico

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.

Suggested Citation

  • Ferraro, Simone & Manzini, Michele & Masoero, Aldo & Scalas, Enrico, 2009. "A random telegraph signal of Mittag-Leffler type," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 3991-3999.
    • Handle: RePEc:eee:phsmap:v:388:y:2009:i:19:p:3991-3999
    DOI: 10.1016/j.physa.2009.06.036
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