Self-similar processes - Open Access .click

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Representation of self-similar Gaussian processes [PDF]

Statistics & Probability Letters, 2015
We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation under the assumption of pure non-determinism.
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Estimation of stopping times for stopped self-similar random processes [PDF]

, 2021
Let X=(Xt)t≥0 be a known process and T an unknown random time independent of X. Our goal is to derive the distribution of T based on an iid sample of XT. Belomestny and Schoenmakers (Stoch Process Appl 126(7):2092–2122, 2015) propose a solution based the
Schulmann, Viktor
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Dimension and measure theory of self-similar structures with no separation condition [PDF]

, 2015
We introduce methods to cope with self-similar sets when we do not assume any separation condition. For a self-similar set K ⊆ ℝᵈ we establish a similarity dimension-like formula for Hausdorff dimension regardless of any separation condition.
Farkas, Ábel
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Electronic Journal of Probability, 2011
We prove an almost sure invariance principle in log density for renewal processes with gaps in the domain of attraction of an α-stable law.
Fisher, Albert, Talet, Marina
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On Entire Moments of Self-Similar Markov Processes [PDF]

Stochastic Analysis and Applications, 2013
It has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov processes (pssMps) that only jump downwards and do not hit zero in finite time are uniquely determined by their entire moments for which explicit formulas have been derived.
Barczy, Mátyás, Döring, Leif
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Survivors of Commercial Sexual Exploitation Involved in the Justice System: Mental Health Outcomes, HIV/STI Risks, and Perceived Needs to Exit Exploitation and Facilitate Recovery

Sexes, 2023
This exploratory retrospective study analyzes the emotional and mental processes, risk behavior for HIV/STIs, and needed services to exit commercial sexual exploitation.
Arduizur Carli Richie-Zavaleta +3 more
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Computing the Hessenberg matrix associated with a self-similar measure [PDF]

, 2011
We introduce in this paper a method to calculate the Hessenberg matrix of a sum of measures from the Hessenberg matrices of the component measures. Our method extends the spectral techniques used by G.
Torrano, E. +7 more
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Mathematics
A common approach to simulating a Lévy process is to truncate its shot-noise representation. We focus on subordinators and introduce the remainder process, which represents the jumps that are removed by the truncation.
Michael Grabchak
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Наука. Инновации. Технологии, 2022
Introduction: Many mathematical models of continuum mechanics are formulated as linear and quasilinear differential equations. Symmetric analysis of these models is one of the most effective ways to obtain the quantitative and qualitative characteristics
Yuri Alexandrovich Chirkunov
doaj

Nonlinear effects and numerical results in salt transfer problems [PDF]

E3S Web of Conferences
In this paper, numerical solutions of the nonlinear equations of dust and salt transference processes are considered. The phenomenon of finite propagation velocity, dust disturbances, and groundwater filtration is established on the basis of self-similar
Baltabaeva Rano +3 more
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medicine