Ferreira A S, Cressoni J C, Viswanathan G M, Alves da Silva Marco Antonio
Instituto de Física, Universidade Federal de Alagoas, Maceió 57072-970, AL, Brazil.
Phys Rev E Stat Nonlin Soft Matter Phys. 2010 Jan;81(1 Pt 1):011125. doi: 10.1103/PhysRevE.81.011125. Epub 2010 Jan 19.
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.
我们报告了最近提出的一种以遗忘诱导持续性为特征的非马尔可夫游走的赫斯特指数的数值估计值和解析估计值。这些结果与早期研究一致,早期研究表明,对数周期振荡仅在近期有大量记忆损失时出现。我们还报告了具有稀释记忆的非马尔可夫游走的赫斯特指数的数值估计。最后,我们研究了具有图厄 - 摩尔斯和斐波那契记忆模式的过去分形记忆的游走。这些结果在中心极限定理成立的必要和充分条件的背景下进行了解释和讨论。