Results 11 to 20 of about 13,921,856 (304)
A representation for self-similar processes [PDF]
Stochastic Processes and their Applications, 1978 AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the transformation Z(i)→c-HZ(ct), c⩾0.
Taqqu, Murad S., Murad S. Taqqu
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Self-similar processes and their applications [PDF]
, 2013 This volume contains some articles related to the conferenceSelf-similar processes and their applications which took place in Angers, from the 20th to the 24th of July 2009. Self-similarity is the property which certain stochastic processes have of preserving their distribution under a time-scale change.
Chaumont, Loïc +2 more
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Self-similarity in random collision processes [PDF]
Physical Review E, 2003 Kinetics of collision processes with linear mixing rules are investigated analytically. The velocity distribution becomes self-similar in the long time limit and the similarity functions have algebraic or stretched exponential tails. The characteristic exponents are roots of transcendental equations and vary continuously with the mixing parameters.
ben-Avraham, Daniel +3 more
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Elliptic Self Similar Stochastic Processes [PDF]
Revista Matemática Iberoamericana, 1999 Let M be a random measure and L be an elliptic pseudo-differential operator on \mathbb{R}^d
Benassi, Albert, Roux, Daniel
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Kalman filtering for self-similar processes [PDF]
Proceedings of the 11th IEEE Signal Processing Workshop on Statistical Signal Processing (Cat. No.01TH8563), 2002 In this paper, we develop a state space representation and Kalman filtering method for self-similar processes. Key components of our development are the concept of multivariate self-similarity and the mathematical framework of scale stationarity. We define multivariate self-similarity as joint self-similarity, in which the self-similarity is governed ...
Birsen Yazici +3 more
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Dynamics and processing in finite self-similar networks [PDF]
Journal of The Royal Society Interface, 2012 Abstract A common feature of biological networks is the geometrical property of self-similarity. Molecular regulatory networks through to circulatory systems, nervous systems, social systems and ecological trophic networks show self-similar connectivity at multiple scales. We analyse the relationship between topology and signalling in
DeDeo, Simon, Krakauer, David C.
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Methods for analysis of functionals on Gaussian self similar processes [PDF]
, 2018 Many engineering and scientific applications necessitate the estimation of statistics of various functionals on stochastic processes. In Chapter 2, Norros et al’s Girsanov theorem for fBm is reviewed and extended to allow for non-unit volatility. We then
Bhatia, Hirdyesh
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Exact dimensionality and projections of random self-similar measures and sets [PDF]
, 2014 We study the geometric properties of random multiplicative cascade measures defined on self-similar sets. We show that such measures and their projections and sections are almost surely exact dimensional, generalizing a result of Feng and Hu's for self ...
Jin, Xiong +4 more
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Double hypergeometric Lévy processes and self-similarity [PDF]
Journal of Applied Probability, 2021 AbstractMotivated by a recent paper (Budd (2018)), where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose Wiener–Hopf factorisation is explicit, and as a result many functionals can be determined in closed form.
Andreas E. Kyprianou +2 more
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Positive-measure self-similar sets without interior [PDF]
, 2006 We recall the problem posed by Peres and Solomyak in Problems on self-similar and self-affine sets; an update. Progr. Prob. 46 (2000), 95–106: can one find examples of self-similar sets with positive Lebesgue measure, but with no interior?
Solomyak, B +9 more
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