Power-law correlated processes with asymmetric distributions.
Power-law correlated processes with asymmetric distributions.
复制标题
具有不对称分布的幂律相关过程。
DOI：
10.1103/physreve.71.025104
复制
发表时间：
2005
期刊：
影响因子：
--
通讯作者：
Grosse,Ivo
中科院分区：
文献类型：
--
作者：
Podobnik,Boris;Ivanov,PlamenCh;Jazbinsek,Vojko;Trontelj,Zvonko;Stanley,HEugene;Grosse,Ivo
由于许多物理系统显示（i）幂律相关性以及（ii）概率分布的不对称性，我们提出了一个可以模拟这两种属性的随机过程。该过程仅取决于两个参数，其中一个控制幂律相关性的标度指数，另一个控制分布中的不对称程度，使相关性不受影响。我们将该过程应用于空气湿度数据，发现该过程的统计特性与数据中观察到的统计特性吻合得很好。
Motivated by the fact that many physical systems display (i) power-law correlations together with (ii) an asymmetry in the probability distribution, we propose a stochastic process that can model both properties. The process depends on only two parameters, where one controls the scaling exponent of the power-law correlations, and the other controls the degree of asymmetry in the distributions leaving the correlations unaffected. We apply the process to air humidity data and find that the statistical properties of the process are in a good agreement with those observed in the data.