Fractional Brownian motion and dynamic approach to complexity.
Description:
The dynamic approach to fractional Brownian motion (FBM) establishes a link between non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and correlated dynamic processes, whose individual trajectories keep a non-vanishing memory of their past time evolution. It is well known that the recrossing times of the origin by an ordinary 1D diffusion trajectory generates a distribution of time distances between two consecutive origin recrossing times with an inverse power …
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Date:
August 2007
Creator:
Cakir, Rasit
Partner:
UNT Libraries