Document EPL, 82 (2008) 30005
DOI: 10.1209/0295-5075/82/30005
Spectral analysis of random source-medium-sink flows
I. EliazarDepartment of Technology Management, Holon Institute of Technology - P.O.B. 305, Holon 58102, Israel
eliazar@post.tau.ac.il
received 12 November 2007; accepted in final form 7 March 2008; published May 2008
published online 17 April 2008
Abstract
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