Operator self similar stochastic processes in Rd [PDF]
Stochastic Processes and Their Applications, 1981 AbstractOperator self similar stochastic processes taking values in a finite dimensional Euclidean space are introduced and some of their properties are studied.
V K Rohatgi
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Self-similarity and Lamperti convergence for families of stochastic processes [PDF]
Lithuanian Mathematical Journal, 2011 We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of fractional Hougaard motions defined as moving averages of Hougaard Lévy process, as well as some well-known families of
Clarice Garcia Borges Demetrio +1 more
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Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes [PDF]
Journal of Theoretical Probability, 2018 We study the asymptotic behavior of the $ν$-symmetric Riemman sums for functionals of a self-similar centered Gaussian process $X$ with increment exponent $0(2\ell+1)^{-1}$, we prove that the convergence holds in probability.
David Nualart, Arturo Jaramillo
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Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes [PDF]
Philosophical Transactions Series A, Mathematical, Physical, and Engineering Sciences, 2013 Two-particle dispersion is investigated in the context of anomalous diffusion. Two different modelling approaches related to time subordination are considered and unified in the framework of self-similar stochastic processes. By assuming a single-particle fractional Brownian motion and that the two-particle correlation function decreases ...
Gianni Pagnini, Francesco Mainardi
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Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes [PDF]
Theory of Probability and Its Applications, 2011 By using multiple Wiener–Ito stochastic integrals, we study the cubic variation of a class of self-similar stochastic processes with stationary increments (the Rosenblatt process with self-similarity order $H\in (\frac{1}{2}, 1)$). This study is motivated by statistical purposes.
Khalifa Es-Sebaiy
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Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach [PDF]
Physical Review E, 2007 By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint.
A Plastino +2 more
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Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion [PDF]
International Journal of Stochastic Analysis, 2012 The Master Equation approach to model anomalous diffusion is considered. Anomalous diffusion in complex media can be described as the result of a superposition mechanism reflecting inhomogeneity and nonstationarity properties of the medium. For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master ...
G. PAGNINI, A. MURA, MAINARDI, FRANCESCO
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Stochastic self-similar processes and large scale structures [PDF]
, 2008 Chinnici, Marta
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Nonlinearly perturbed stochastic processes
, 2008 This paper is a survey of results presented in the recent book [25]1) .This book is devoted to studies of quasi-stationary phenomena innonlinearly perturbed stochastic systems.
Silvestrov, Dmitrii,
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Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters
Fractal and Fractional, 2022 We conduct cluster analysis of a class of locally asymptotically self-similar stochastic processes with finite covariance structures, which includes Brownian motion, fractional Brownian motion, and multifractional Brownian motion as paradigmatic examples.
Nan Rao, Qidi Peng, Ran Zhao
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