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

9Citations
Citations of this article
13Readers
Mendeley users who have this article in their library.

Abstract

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.

Cite

CITATION STYLE

APA

Kaulakys, B., Alaburda, M., Gontis, V., & Ruseckas, J. (2009). Modeling long-memory processes by stochastic difference equations and superstatistical approach. Brazilian Journal of Physics, 39(2A), 453–456. https://doi.org/10.1590/S0103-97332009000400020

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free