Description: This article discusses correlation function and generalized master equation of arbitrary age. Abstract: We study a two-state statistical process with a non-Poisson distribution of sojourn times. In accordance with earlier work, we find that this process is characterized by aging and we study three different ways to define the correlation function of arbitrary age of the corresponding dichotomous fluctuation. These three methods yield exact expressions, thus coinciding with the recent result by Godrèche and Luck [J. Stat. Phys. 104, 489 (2001)]. Actually, non-Poisson statistics yields infinite memory at the probability level, thereby breaking any form of Markovian approximation, including the one adopted herein, to find an approximated analytical formula. For this reason, we check the accuracy of this approximated formula by comparing it with the numerical treatment of the second of the three exact expressions. We find that, although not exact, a simple analytical expression for the correlation function of arbitrary age is very accurate. We establish a connection between the correlation function and a generalized master equation of the same age. Thus this formalism, related to models used in glassy materials, allows us to illustrate an approach to the statistical treatment of blinking quantum dots, bypassing the limitations fo ...

Description: This article discusses linear response and 1/f optimal information transport. Article: Nonergodic renewal processes have recently been shown by several authors to be insensitive to periodic perturbations, thereby apparently sanctioning the death of linear response, a building block of nonequilibrium statistical physics. The authors show that it is possible to go beyond the "death of linear response" and establish a permanent correlation between an external stimulus and the response of a complex network generating nonergodic renewal processes, by taking as stimulus a similar nonergodic process. The ideal condition of 1/f noise corresponds to a singularity that is expected to be relevant in several experimental conditions.

Description: This article discusses dynamics of electroencephalogram entropy and pitfalls of scaling detection. Abstract: In recent studies a number of research groups have determined that human electroencephalograms (EEG) have scaling properties. In particular, a crossover between two regions with different scaling exponents has been reported. Herein the authors study the time evolution of diffusion entropy to elucidate the scaling of EGG time series. For a cohort of 20 awake healthy volunteers with closed eyes, the authors find that the diffusion entropy of EEG increments (obtained from EEG waveforms by differencing) exhibits three features: short-time growth, an alpha wave related oscillation whose amplitude gradually decays in time, and asymptotic saturation which is achieved after approximately 1 s. This analysis suggests a linear, stochastic Ornstein-Uhlenbeck Langevin equation with a quasiperiodic forcing (whose frequency and/or amplitude may vary in time) as the model for the underlying dynamics. This model captures the salient properties of EEG dynamics. In particular, both the experimental and simulated EEG time series exhibit short-time scaling which is broken by a strong periodic component, such as alpha waves. The saturation of EEG diffusion entropy precludes the existence of asymptotic scaling. We find that the crossover between two scaling regions seen in ...

Description: In this article, the authors study the regression to the origin of a walker driven by dynamically generated fractional Brownian motion (FBM) and the authors prove that when the FBM scaling, i.e., the Hurst exponent H<1/3, the emerging inverse power law is characterized by a power index that is a compelling signature of the infinitely extended memory of the system. Strong memory effects leads to the relation H=θ/2 between the Hurst exponent and the persistent exponent θ, which is different from the widely used relation H=1 - θ. The latter is valid for 1/3<H<1 and is known to be compatible with the renewal assumption.

Description: In this article, the authors consider two different approaches, to which the authors refer to as renewal and modulation, to generate time series with a nonexponential distribution of waiting times. The authors show that different time series with the same waiting time distribution are not necessarily statistically equivalent, and might generate different physical properties. Renewal generates aging and anomalous scaling, while modulation yields no significant aging and either ordinary or anomalous diffusion, according to the dynamic prescription adopted. The authors show, in fact, that the physical realization of modulation generates two classes of events. The events of the first class are determined by the persistent use of the same exponential time scale for an extended lapse of time, and consequently are numerous; the events of the second class are identified with the abrupt changes from one to another exponential prescription, and consequently are rare. The events of the second class, although rare, determine the scaling of the diffusion process, and for this reason the authors term them as crucial events. According to the prescription adopted to produce modulation, the distribution density of the time distances between two consecutive crucial events might have, or not, a diverging second moment. In the ...