Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840): Difference between revisions
From MaRDI portal
Latest revision as of 21:09, 3 June 2024
scientific article; zbMATH DE number 1666200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions |
scientific article; zbMATH DE number 1666200 |
Statements
Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (English)
0 references
23 October 2001
0 references
autoregressive processes
0 references
short-range correlations
0 references
initial truncated Levy form distribution
0 references
0 references
