arXiv · 2205.07563
Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
Abstract
We analyze the statistical properties of a temporal point process driven by a confined fractional Brownian motion. The event count distribution and power spectral density of this non--Markovian point process exhibit power--law scaling. We show that a nonlinear Markovian point process can reproduce the same scaling behavior. This result indicates a possible link between nonlinearity and apparent non--Markovian behavior.
Explore related subjects
Keep this discovery
Aleksejus Kononovicius, Rytis Kazakevičius, Bronislovas Kaulakys. 2022-05-16. Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes. https://doi.org/10.1016/j.chaos.2022.112508
Cite the original work for its findings. Save a collection to share your selection of sources.