Nonergodicity of a time series obeying Lévy statistics
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Publication:2492855
DOI10.1007/s10955-005-8076-9zbMath1127.82040arXivcond-mat/0504454OpenAlexW2085313074WikidataQ57254883 ScholiaQ57254883MaRDI QIDQ2492855
Publication date: 14 June 2006
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0504454
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Time series analysis of dynamical systems (37M10)
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Cites Work
- Power spectra and random walks in intermittent chaotic systems
- Ergodicity of Spike Trains: When Does Trial Averaging Make Sense?
- An Occupation Time Theorem for A Class of Stochastic Processes
- Statistics of the occupation time of renewal processes
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
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