Volume 82, Number 3, May 2008
|Number of page(s)||4|
|Published online||17 April 2008|
Spectral analysis of random source-medium-sink flows
Department of Technology Management, Holon Institute of Technology - P.O.B. 305, Holon 58102, Israel
Corresponding author: firstname.lastname@example.org
Accepted: 7 March 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.
PACS: 02.50.-r – Probability theory, stochastic processes, and statistics / 05.60.-k – Transport processes / 05.45.Tp – Time series analysis
© EPLA, 2008
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