Acessibilidade / Reportar erro

Non-Markovian processes with long-range correlations: fractal dimension analysis

A particular class of strong non-Markovian stochastic processes have been studied by using a characteristic functional technique previously reported. Exact results for all moments and the whole Kolmogorov hierarchy are presented. The asymptotic scaling of the non-Markovian stochastic process has been characterized in terms of the long-range correlated noise appearing in the correponding stochastic differential equation. A generalized Wiener process has therefore been completely characterized, its power spectrum and fractal dimensions have been studied and its possible connection with the q-statistics has been pointed out.


Sociedade Brasileira de Física Caixa Postal 66328, 05315-970 São Paulo SP - Brazil, Tel.: +55 11 3091-6922, Fax: (55 11) 3816-2063 - São Paulo - SP - Brazil
E-mail: sbfisica@sbfisica.org.br