a Queens’ College, University of Cambridge, Cambridge, UK b Department of Advanced Sciences and Technology, Università degli Studi del Piemonte Orientale, Laboratory on CompSems, viale T. Michel 11, 15121 Alessandria, Italy
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.