Multiscaling comparative analysis of time series and a discussion on "earthquake conversations" in California.

Time series are characterized by complex memory and/or distribution patterns. In this Letter we show that stochastic models characterized by different statistics may equally well reproduce some pattern of a time series. In particular, we discuss the difference between Lévy-walk and fractal Gaussian intermittent signals and show that the adoption of complementary scaling analysis techniques may be useful to distinguish the two cases. Finally, we apply this methodology to the earthquake occurrences in California and suggest the possibility that earthquake occurrences are described by a colored ("long-range correlated") generalized Poisson model.