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A random telegraph signal of Mittag-Leffler type
Authors:Simone Ferraro  Aldo Masoero
Affiliation: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.
Keywords:05.40.Ca   02.50.Ng   05.70.Ln   02.70.Uu
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