Spectral analysis of random source-medium-sink flowsI. Eliazar
Department of Technology Management, Holon Institute of Technology - P.O.B. 305, Holon 58102, Israel
received 12 November 2007; accepted in final form 7 March 2008; published May 2008
published online 17 April 2008
We introduce and analyze a general stochastic model of random source-medium-sink flows. Particles are emitted from a stationary stochastic source, propagate randomly and independently of each other through a conducting medium, and are irreversibly absorbed in a sink. In addition, the particles decay at random times. We study the time series of the surviving particles in the medium and in the sink, obtain their first- and second-order statistics, analyze their power spectra, and characterize the display of long memory. Some possible applications are discussed.
02.50.-r - Probability theory, stochastic processes, and statistics.
05.60.-k - Transport processes.
05.45.Tp - Time series analysis.
© EPLA 2008