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

[摘要] 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.

[学科分类] 计算数学

[关键词] Stochastic processes;renewal theory