Levy Noise Affects Ornstein–Uhlenbeck Memory

This paper investigates the memory of the Ornstein–Uhlenbeck process (OUP) via three ratios of the OUP increments: signal-to-noise, noise-to-noise, and tail-to-tail. Intuition suggests the following points: (1) changing the noise that drives the OUP from Gauss to Levy will not affect the memory, as...

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書誌詳細

第一著者:	Iddo Eliazar
フォーマット:	Artigo
言語:	Inglês
出版事項:	MDPI AG 2025-02-01
シリーズ:	Entropy
主題:	Ornstein–Uhlenbeck process Langevin equation memory Gauss and Levy noises light and heavy tails short-range and long-range correlations
オンライン･アクセス:	https://www.mdpi.com/1099-4300/27/2/157
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