Non-Ergodic to Ergodic Regime Transition via Intrusions in a Non-Poisson Renewal System with Power Law Tails

Osman Çağlar Akin

doi:10.3390/mca16010248

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Article

1 April 2011

Non-Ergodic to Ergodic Regime Transition via Intrusions in a Non-Poisson Renewal System with Power Law Tails

Department of Physics, Fatih University, 34500 Büyükçekmece, İstanbul, Turkey

Math. Comput. Appl.2011, 16(1), 248-257;https://doi.org/10.3390/mca16010248

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Abstract

We study the effect of non-linear perturbations in the form of periodic intrusions in the case of a non-Poisson renewal system in the non-ergodic regime. We notice that, intrusions may cause the system to shift the power index and may even cause a transition from a non-ergodic regime to an ergodic regime. We have made the diffusion entropy analysis (DEA) of the system and notice that the change of the degree of complexity is consistent with the transition as well.

Keywords:

Stochastic processes; renewal theory

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