Naslov
Asymmetry in power-law magnitude correlations

Autori
Podobnik, Boris ; Horvatić, Davor ; Tenenbaum, Joel N. ; Stanley, Eugene H.

Izvornik
Physical Review E - Rapid Communications (1539-3755) 80 (2009), 1; 015101(R)-015104(R)

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
EEG; stochastic process; test

Sažetak
Time series of increments can be created in a number of different ways from a variety of physical phenomena. Moreover, in some time series, magnitude correlations display asymmetry with respect to an increment’ s sign: the magnitude of IxI depends on the sign of the previous increment xi− 1. Here we define a model-independent test to measure the statistical significance of any observed asymmetry. We propose a simple stochastic process characterized by a an asymmetry parameter and a method for estimating.

Izvorni jezik
Engleski

Znanstvena područja
Fizika

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