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Modeling long-memory processes by stochastic difference equations and superstatistical approach

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.

1/ f noise; q-distributions; Point processes; Power-law distributions; Nonlinear stochastic equations


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