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Relation between HVG-irreversibility and persistence in the modified Langevin equation

Academic Article
Publication Date:
2018
abstract:
In this study, we investigate the relationship between persistence/antipersistence and time-irreversibility by using the Kullback-Leibler Divergence (KLD) in the directed Horizontal Visibility Graph applied to a new modified Langevin equation with persistence parameter d. A non-trivial relationship KLD(d) was found, characterized by a non-symmetric shape, which suggests that time-irreversibility increases with the degree of persistence or antipersistence. The analysis is applied to the population growth model, where the level of irreversibility may represent important features of the population dynamics, like its stability and ecosystem health. Published by AIP Publishing.
Iris type:
01.01 Articolo in rivista
Keywords:
TIME-REVERSIBILITY; VARIABILITY; SERIES
List of contributors:
Telesca, Luciano
Authors of the University:
TELESCA LUCIANO
Handle:
https://iris.cnr.it/handle/20.500.14243/371627
Published in:
CHAOS
Journal
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URL

https://aip.scitation.org/doi/10.1063/1.5030680
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