A random telegraph signal of Mittag-Leffler type
arXiv:0808.2577 · doi:10.1016/j.physa.2009.06.036
Abstract
A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions are compared to Monte Carlo simulations. Non-Poisson dichotomous noise is non-stationary and standard spectral methods fail to describe it properly as they assume stationarity.
13 pages, 3 figures, submitted to PRE