Memory effects in fractional Brownian motion with Hurst exponent H<1/3.
Phys Rev E Stat Nonlin Soft Matter Phys
; 82(2 Pt 1): 020102, 2010 Aug.
Article
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| ID: mdl-20866763
ABSTRACT
We study the regression to the origin of a walker driven by dynamically generated fractional Brownian motion (FBM) and we 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
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Base de datos:
MEDLINE
Idioma:
En
Revista:
Phys Rev E Stat Nonlin Soft Matter Phys
Asunto de la revista:
BIOFISICA
/
FISIOLOGIA
Año:
2010
Tipo del documento:
Article
Buscar en Google
Base de datos:
MEDLINE
Idioma:
En
Revista:
Phys Rev E Stat Nonlin Soft Matter Phys
Asunto de la revista:
BIOFISICA
/
FISIOLOGIA
Año:
2010
Tipo del documento:
Article