http://www.cnr.it/ontology/cnr/individuo/prodotto/ID44987
Return times for Stochastic processes with power-law scaling (Articolo in rivista)
- Type
- Label
- Return times for Stochastic processes with power-law scaling (Articolo in rivista) (literal)
- Anno
- 2007-01-01T00:00:00+01:00 (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
- 10.1103/PhysRevE.76.011122 (literal)
- Alternative label
Olla, P. (2007)
Return times for Stochastic processes with power-law scaling
in Physical review. E, Statistical, nonlinear, and soft matter physics (Print); The American Physical Society, College Park, MD 20740-3844 (Stati Uniti d'America)
(literal)
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- ISI Web of Science (WOS) (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
- ISAC-CNR UOS Cagliari (literal)
- Titolo
- Return times for Stochastic processes with power-law scaling (literal)
- Abstract
- An analytical study of the return time distribution of extreme events for stochastic processes with power-law
correlation has been carried out. The calculation is based on an ? expansion in the correlation exponent:
C?t?=?t?-1+?. The fixed point of the theory is associated with stretched exponential scaling of the distribution;
analytical expressions have been provided in the preasymptotic regime. Also, the permanence time distribution
appears to be characterized by stretched exponential scaling. The conditions for application of the theory to
non-Gaussian processes have been analyzed and the relations with the issue of return times in the case of
multifractal measures have been discussed. (literal)
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