Published April 30, 2007
| Version v1
Journal article
Model-free stochastic processes studied with q-wavelet-based informational tools
- 1. Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso (PUCV), 23-40025 Valparaiso (Chile)
- 2. Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina) and Departamento de Ciencias Basicas, Facultad de Ingenieria, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina) and Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)
- 3. Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina's National Council (CONICET), C.C. 727, 1900 La Plata (Argentina)
- 4. Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina) and Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)
- 5. Chaos and Biology Group, Instituto de Calculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires (Argentina)
Description
We undertake a model-free investigation of stochastic processes employing q-wavelet based quantifiers, that constitute a generalization of their Shannon counterparts. It is shown that (i) interesting physical information becomes accessible in such a way (ii) for special q values the quantifiers are more sensitive than the Shannon ones and (iii) there exist an implicit relationship between the Hurst parameter H and q within this wavelet framework
Additional details
Identifiers
- DOI
- 10.1016/j.physleta.2006.12.012;
- PII
- S0375-9601(06)01931-1;
Publishing Information
- Journal Title
- Physics Letters. A
- Journal Volume
- 364
- Journal Issue
- 3-4
- Journal Page Range
- p. 259-266
- ISSN
- 0375-9601
- CODEN
- PYLAAG
INIS
- Country of Publication
- Netherlands
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 39013931
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BROWNIAN MOVEMENT; ENTROPY; INFORMATION THEORY; STOCHASTIC PROCESSES
- Descriptors DEC
- PHYSICAL PROPERTIES; THERMODYNAMIC PROPERTIES
Optional Information
- Copyright
- Copyright (c) 2006 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.