Abstract
A relationship is established between the autocorrelation function of continuous Gaussian and non-Gaussian stochastic processes and the discrete process that describes their zero or level crossings. Random fractals occur when the distribution for the number of crossings is described by a class of Markov processes whose singlefold statistics are the discrete analog of the Lévy-stable continuous probability densities.
- Received 11 May 2007
DOI:https://doi.org/10.1103/PhysRevE.76.031134
©2007 American Physical Society