Fast simulation of self-similar and correlated processes (Q991165)

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Fast simulation of self-similar and correlated processes
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    Fast simulation of self-similar and correlated processes (English)
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    2 September 2010
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    persistent correlations
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    \(M/G/\infty \) process
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    efficient on-line generation
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    numerical examples
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    computational complexity
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    sequential pseudo-random number generator
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    Gaussian self-similar time series
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