| Literature DB >> 17025394 |
R Cakir1, P Grigolini, A A Krokhin.
Abstract
We show that the dynamic approach to fractional Brownian motion (FBM) establishes a link between a non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and correlated dynamic processes, whose individual trajectories keep a nonvanishing memory of their past time evolution. It is well known that the recrossings of the origin by an ordinary one-dimensional diffusion trajectory generates a Lévy (and thus renewal) process of index theta = 1/2 . We prove with theoretical and numerical arguments that this is the special case of a more general condition, insofar as the recrossings produced by the dynamic FBM generates a Lévy process with 0 < theta < 1. This result is extended to produce a satisfactory model for the fluorescent signal of blinking quantum dots.Entities:
Year: 2006 PMID: 17025394 DOI: 10.1103/PhysRevE.74.021108
Source DB: PubMed Journal: Phys Rev E Stat Nonlin Soft Matter Phys ISSN: 1539-3755