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Mittag-Leffler time-spaced random telegraph signal

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Abstract Book of the XXIII IUPAP International Conference on Statistical Physics, Genova, Italy, (9-13 July 2007)

Abstract

We discuss the power spectrum of a random telegraph signal where waiting times are distributed according to the Mittag-Leffler function. The Mittag-Leffler function is a generalization of the exponential distribution that interpolates between a stretched exponential at low waiting times and a power law at high waiting-times. The Mittag-Leffler distribution is defined as follows in terms of its complementary cumulative distribution function (also called survival function): $$ E_\beta (-t^\beta) = \sum_n=0^ınfty (-t^\beta)^n\Gamma (n+1), $$ where $0 < 1$. For $=1$, the (one-parameter) Mittag-Leffler function coincides with the exponential survival function. The first moment of the Mittag-Leffler distribution is already infinite.

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