prikaz prve stranice dokumenta Fractionally integrated process with power-law correlations in variables and magnitudes
  Download
PDF 153.24 KB
Scientific paper - Original scientific paper
Fractionally integrated process with power-law correlations in variables and magnitudes
Physical Review E, 72 (2005), 2; 026121. https://doi.org/10.1103/PhysRevE.72.026121
Podobnik, Boris; Ivanov, Plamen Ch.; Biljaković, Katica; Horvatić, Davor; Stanley, H. Eugene; Grosse, Ivo

Cite this document

Podobnik, B., Ivanov, P. C., Biljaković, K., Horvatić, D., Stanley, H. E. & Grosse, I. (2005). Fractionally integrated process with power-law correlations in variables and magnitudes. Physical Review E, 72. (2). doi: 10.1103/PhysRevE.72.026121

Podobnik, Boris, et al. "Fractionally integrated process with power-law correlations in variables and magnitudes." Physical Review E, vol. 72, no. 2, 2005. https://doi.org/10.1103/PhysRevE.72.026121

Podobnik, Boris, Plamen Ch. Ivanov, Katica Biljaković, Davor Horvatić, H. Eugene Stanley and Ivo Grosse. "Fractionally integrated process with power-law correlations in variables and magnitudes." Physical Review E 72, no. 2 (2005). https://doi.org/10.1103/PhysRevE.72.026121

Podobnik, B., et al. (2005) 'Fractionally integrated process with power-law correlations in variables and magnitudes', Physical Review E, 72(2). doi: 10.1103/PhysRevE.72.026121

Podobnik B, Ivanov PC, Biljaković K, Horvatić D, Stanley HE, Grosse I. Fractionally integrated process with power-law correlations in variables and magnitudes. Physical Review E [Internet]. 2005 [cited 2024 November 16];72(2). doi: 10.1103/PhysRevE.72.026121

B. Podobnik, P. C. Ivanov, K. Biljaković, D. Horvatić, H. E. Stanley and I. Grosse, "Fractionally integrated process with power-law correlations in variables and magnitudes", Physical Review E, vol. 72, no. 2, 2005. [Online]. Available at: https://urn.nsk.hr/urn:nbn:hr:217:892575. [Accessed: 16 November 2024]

Please login to the repository to save this object to your list.
Metadata
Title (english)Fractionally integrated process with power-law correlations in variables and magnitudes
AuthorBoris Podobnik
AuthorPlamen Ch. Ivanov
AuthorKatica Biljaković
AuthorDavor Horvatić
AuthorH. Eugene Stanley
AuthorIvo Grosse
Author's institutionUniversity of Zagreb
Faculty of Science
(Department of Physics)
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Physics
Abstract (english)
We propose a new stochastic process, de ned by only two parameters, 1 and 2 , which generates power-law correlations or anticorrelations in the variable increments, and power-law correlations in their magnitudes to account for empirical observations in a range of physical systems. To demonstrate the utility of our process, we consider the case with power-law anticorrelations in the variable increments and power-law correlations in their magnitudes to model scaling properties in heartbeat data. The parameters 1 and 2 control separately the correlations in the increments and their magnitudes, and we nd linear relations between each parameter and the corresponding correlation exponent.
Keywords (english)
Languageenglish
Publication typeScientific paper - Original scientific paper
Publication statusPublished
Peer reviewPeer review - international
Publication versionPublished version
Journal titlePhysical Review E
Numberingvol. 72, no. 2, 026121
p-ISSN1539-3755
DOIhttps://doi.org/10.1103/PhysRevE.72.026121
URN:NBNurn:nbn:hr:217:892575
Publication2005
Document URLhttp://link.aps.org/doi/10.1103/PhysRevE.72.026121
Type of resourceText
Access conditionsOpen access
Terms of useLicence In copyright icon
Public noteCopyright (2005) by the American Physical Society.
Created on2019-10-15 13:35:37