Memory effects in fractional Brownian motion with Hurst exponent H<1/3.
Phys Rev E Stat Nonlin Soft Matter Phys
; 82(2 Pt 1): 020102, 2010 Aug.
Article
in En
| MEDLINE
| ID: mdl-20866763
We study the regression to the origin of a walker driven by dynamically generated fractional Brownian motion (FBM) and we prove that when the FBM scaling, i.e., the Hurst exponent H<1/3 , the emerging inverse power law is characterized by a power index that is a compelling signature of the infinitely extended memory of the system. Strong memory effects leads to the relation H=θ/2 between the Hurst exponent and the persistent exponent θ , which is different from the widely used relation H=1-θ . The latter is valid for 1/3
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Collection:
01-internacional
Database:
MEDLINE
Language:
En
Journal:
Phys Rev E Stat Nonlin Soft Matter Phys
Journal subject:
BIOFISICA
/
FISIOLOGIA
Year:
2010
Document type:
Article
Affiliation country:
Chile
Country of publication:
United States
Search on Google
Collection:
01-internacional
Database:
MEDLINE
Language:
En
Journal:
Phys Rev E Stat Nonlin Soft Matter Phys
Journal subject:
BIOFISICA
/
FISIOLOGIA
Year:
2010
Document type:
Article
Affiliation country:
Chile
Country of publication:
United States