A Poisson bridge between fractional Brownian motion and stable Lévy motion (Q2490070): Difference between revisions

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Revision as of 08:19, 5 March 2024

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A Poisson bridge between fractional Brownian motion and stable Lévy motion
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    A Poisson bridge between fractional Brownian motion and stable Lévy motion (English)
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    28 April 2006
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    Long-range dependence
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    Asymptotic self-similarity
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    Poisson random measure
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    Infinitely divisible process
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