Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
arXiv:2205.07563 · doi:10.1016/j.chaos.2022.112508
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.
arXiv comment10 pages, 4 figures
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