Non-Poisson dichotomous noise: higher-order correlation functions and aging
arXiv:cond-mat/0402494 · doi:10.1103/PhysRevE.70.046118
Abstract
We study a two-state symmetric noise, with a given waiting time distribution , and focus our attention on the connection between the four-time and the two-time correlation functions. The transition of from the exponential to the non-exponential condition yields the breakdown of the usual factorization condition of high-order correlation functions, as well as the birth of aging effects. We discuss the subtle connections between these two properties, and establish the condition that the Liouville-like approach has to satisfy in order to produce a correct description of the resulting diffusion process.
References in corpus (13)
- Statistical Aging and Non Ergodicity in the Fluorescence of Single Nanocrystals
- On the strong anomalous diffusion
- Exact Solution for the Influence of Spectral Diffusion on Single-Molecule Photon-Statistics
- Lineshape Theory and Photon Counting Statistics for Spectral Fluctuations in Quantum Dots: a Lévy Walk Process
- Breakdown of the Onsager principle as a sign of aging
- Simple stochastic models showing strong anomalous diffusion
- Nonlinear Response With Dichotomous Noise
- Anomalous transport: a deterministic approach
- Drift by Dichotomous Markov Noise
- Strange kinetics: conflict between density and trajectory description
- Spatial Patterns Induced Purely by Dichotomous Disorder
- From Knowledge, Knowability and the Search for Objective Randomness to a New Vision of Complexity
- Decoherence, wave function collapses and non-ordinary statistical mechanics
Cited by in corpus (9)
- Nonergodisity of a time series obeying Lévy statistics
- Correlation function and generalized master equation of arbitrary age
- Renewal, Modulation and Superstatistics
- Multi-point Distribution Function for the Continuous Time Random Walk
- Characterization of intermittency in renewal processes: Application to earthquakes
- Two-point correlation function of the fractional Ornstein-Uhlenbeck process
- A random telegraph signal of Mittag-Leffler type
- Non-Markovian Stochastic Liouville equation and its Markovian representation. Extensions of the continuous time random walk approach
- Generalized Khinchin Theorem for a Class of Aging Processes