Modeling long-memory processes by stochastic difference equations and superstatistical approach. Kaulakys, B., Alaburda, M., Gontis, V., & Ruseckas, J. Brazilian Journal of Physics, 39(2a):453-456, 8, 2009.
Paper
Website doi abstract bibtex It is shown that the Poissonian-like process with slowly diffusing-like time-dependent average interevent time may be represented as the superstatistical one and exhibits 1/ f noise. The distribution of the Poissonian-like interevent time may be expressed as q-exponential distribution of the Nonextensive Statistical Mechanics.
@article{
title = {Modeling long-memory processes by stochastic difference equations and superstatistical approach},
type = {article},
year = {2009},
keywords = {1/ f noise,Nonlinear stochastic equations,Point processes,Power-law distributions,q-distributions},
pages = {453-456},
volume = {39},
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abstract = {It is shown that the Poissonian-like process with slowly diffusing-like time-dependent average interevent time may be represented as the superstatistical one and exhibits 1/ f noise. The distribution of the Poissonian-like interevent time may be expressed as q-exponential distribution of the Nonextensive Statistical Mechanics.},
bibtype = {article},
author = {Kaulakys, B. and Alaburda, M. and Gontis, V. and Ruseckas, J.},
doi = {10.1590/S0103-97332009000400020},
journal = {Brazilian Journal of Physics},
number = {2a}
}
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