Superposition of Markov sources and long range dependence
نویسندگان
چکیده
This paper introduces a model to study the phenomenon of long range dependence. This model consists of an infinite superposition of independent Markovian ON/OFF– sources. A condition for assuring long range dependence is given and the Hurst parameter together with the correlation decay is derived for a specific example. We also give a physical interpretation of the existing long range dependence by means of the Ising model.
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