title: Records in fractal stochastic processes.
abstract: The record statistics in stationary and non-stationary fractal time series is studied extensively. By calculating various concepts in record dynamics, we find some interesting results. In stationary fractional Gaussian noises, we observe a universal behavior for the whole range of Hurst exponents. However, for non-stationary fractional Brownian motions, the record dynamics is crucially dependent on the memory, which plays the role of a non-stationarity index, here. Indeed, the deviation from the results of the stationary case increases by increasing the Hurst exponent in fractional Brownian motions. We demonstrate that the memory governs the dynamics of the records as long as it causes non-stationarity in fractal stochastic processes; otherwise, it has no impact on the record statistics.
authors.affiliation: Department of Physics, Faculty of Sciences, Persian Gulf University, 75169 Bushehr, Iran.
authors.forename: A
authors.initials: A
authors.lastname: Aliakbari
authors.affiliation: Department of Physics, Faculty of Sciences, Persian Gulf University, 75169 Bushehr, Iran.
authors.forename: P
authors.identifier: 0000000325025055
authors.initials: P
authors.lastname: Manshour
authors.affiliation: Department of Physics, Faculty of Sciences, Persian Gulf University, 75169 Bushehr, Iran.
authors.forename: M J
authors.initials: MJ
authors.lastname: Salehi