| Issue |
EPL
Volume 82, Number 3, May 2008
|
|
|---|---|---|
| Article Number | 30005 | |
| Number of page(s) | 4 | |
| Section | General | |
| DOI | https://doi.org/10.1209/0295-5075/82/30005 | |
| 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: eliazar@post.tau.ac.il
Received:
12
November
2007
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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