Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series
分形与多重分形描述量恢复时间序列中被非高斯性破坏的遍历性
Ergodicity breaking is a challenge for biological and psychological sciences. Ergodicity is a necessary condition for linear causal modeling. Long-range correlations and non-Gaussianity characterizing various biological and psychological measurements break ergodicity routinely, threatening our capacity for causal modeling. Long-range correlations (e.g., in fractional Gaussian noise, a.k.a. "pink noise") break ergodicity--in raw Gaussian series, as well as in some but not all…