CIOP 05384
CENTRO DE INVESTIGACIONES OPTICAS
Unidad Ejecutora - UE
artículos
Título:
Model-free stochastic processes studied with $q$-wavelet-based informational tools
Autor/es:
DARÍO G. PÉREZ, LUCIANO ZUNINO, MARÍA T. MARTÍN, MARIO GARAVAGLIA, ÁNGEL PLASTINO AND OSVALDO A. ROSSO
Revista:
PHYSICS LETTERS A
Editorial:
Elsevier
Referencias:
Lugar: Amsterdam, The Netherlands; Año: 2007 vol. 364 p. 259 - 266
ISSN:
0375-9601
Resumen:
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.
