Temporal Complexity and Stochastic Central Limit Theorem

Autor: Pramukkul, Pensri
Jazyk: angličtina
Rok vydání: 2014
Předmět:
Druh dokumentu: Thesis or Dissertation
Popis: Complex processes whose evolution in time rests on the occurrence of a large and random number of intermittent events are the systems under study. The mean time distance between two consecutive events is infinite, thereby violating the ergodic condition and activating at the same time a stochastic central limit theorem that explains why the Mittag-Leffler function is a universal property of nature. The time evolution of these complex systems is properly generated by means of fractional differential equations, thus leading to the interpretation of fractional trajectories as the average over many random trajectories, each of which fits the stochastic central limit theorem and the condition for the Mittag-Leffler universality. Additionally, the effect of noise on the generation of the Mittag-Leffler function is discussed. Fluctuations of relatively weak intensity can conceal the asymptotic inverse power law behavior of the Mittag-Leffler function, providing a reason why stretched exponentials are frequently found in nature. These results afford a more unified picture of complexity resting on the Mittag-Leffler function and encompassing the standard inverse power law definition.
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