Anomalous diffusion in non-Markovian walks having amnestically induced persistence


Autoria(s): FERREIRA, A. S.; CRESSONI, J. C.; VISWANATHAN, G. M.; SILVA, Marco Antonio Alves da
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

17/04/2012

17/04/2012

2010

Resumo

We report numerically and analytically estimated values for the Hurst exponent for a recently proposed non-Markovian walk characterized by amnestically induced persistence. These results are consistent with earlier studies showing that log-periodic oscillations arise only for large memory losses of the recent past. We also report numerical estimates of the Hurst exponent for non-Markovian walks with diluted memory. Finally, we study walks with a fractal memory of the past for a Thue-Morse and Fibonacci memory patterns. These results are interpreted and discussed in the context of the necessary and sufficient conditions for the central limit theorem to hold.

Coordenacao de Aperfeicoamento de Pessoal de Nivel Superior (CAPES)

CNPq[201809/2007-9]

FAPESP[2007/04220-4]

Identificador

PHYSICAL REVIEW E, v.81, n.1, 2010

1539-3755

http://producao.usp.br/handle/BDPI/14855

10.1103/PhysRevE.81.011125

http://dx.doi.org/10.1103/PhysRevE.81.011125

Idioma(s)

eng

Publicador

AMER PHYSICAL SOC

Relação

Physical Review E

Direitos

restrictedAccess

Copyright AMER PHYSICAL SOC

Palavras-Chave #FRACTIONAL DYNAMICS #Physics, Fluids & Plasmas #Physics, Mathematical
Tipo

article

original article

publishedVersion