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Pérez, D.G.; Zunino, L.; Martín, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A. "Model-free stochastic processes studied with q-wavelet-based informational tools" (2007) Physics Letters, Section A: General, Atomic and Solid State Physics. 364(3-4):259-266
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Abstract:

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. © 2006 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Model-free stochastic processes studied with q-wavelet-based informational tools
Autor:Pérez, D.G.; Zunino, L.; Martín, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A.
Filiación:Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile
Centro de Investigaciones Ópticas, C.C. 124 Correo Central, 1900 La Plata, Argentina
Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina
Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata, Argentina
Instituto de Física (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata, C.C. 727, 1900 La Plata, Argentina
Chaos and Biology Group, Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina
Palabras clave:Fractional Brownian motion; Fractional Gaussian noise; Self-similar Gaussian stochastic processes; Wavelet analysis; Wavelet q-entropy; Wavelet q-statistical complexity
Año:2007
Volumen:364
Número:3-4
Página de inicio:259
Página de fin:266
DOI: http://dx.doi.org/10.1016/j.physleta.2006.12.012
Título revista:Physics Letters, Section A: General, Atomic and Solid State Physics
Título revista abreviado:Phys Lett Sect A Gen At Solid State Phys
ISSN:03759601
CODEN:PYLAA
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03759601_v364_n3-4_p259_Perez

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Citas:

---------- APA ----------
Pérez, D.G., Zunino, L., Martín, M.T., Garavaglia, M., Plastino, A. & Rosso, O.A. (2007) . Model-free stochastic processes studied with q-wavelet-based informational tools. Physics Letters, Section A: General, Atomic and Solid State Physics, 364(3-4), 259-266.
http://dx.doi.org/10.1016/j.physleta.2006.12.012
---------- CHICAGO ----------
Pérez, D.G., Zunino, L., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A. "Model-free stochastic processes studied with q-wavelet-based informational tools" . Physics Letters, Section A: General, Atomic and Solid State Physics 364, no. 3-4 (2007) : 259-266.
http://dx.doi.org/10.1016/j.physleta.2006.12.012
---------- MLA ----------
Pérez, D.G., Zunino, L., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A. "Model-free stochastic processes studied with q-wavelet-based informational tools" . Physics Letters, Section A: General, Atomic and Solid State Physics, vol. 364, no. 3-4, 2007, pp. 259-266.
http://dx.doi.org/10.1016/j.physleta.2006.12.012
---------- VANCOUVER ----------
Pérez, D.G., Zunino, L., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A. Model-free stochastic processes studied with q-wavelet-based informational tools. Phys Lett Sect A Gen At Solid State Phys. 2007;364(3-4):259-266.
http://dx.doi.org/10.1016/j.physleta.2006.12.012