Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations

DOI10.1016/S0960-0779(99)00168-XzbMath0991.60036MaRDI QIDQ5948143

Aleksei V. Chechkin, Vsevolod Yu. Gonchar

Publication date: 6 December 2001

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

zbMATH Keywords

ordinary Levy motionsymmetric stable distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Special processes (60K99) Stable stochastic processes (60G52)

Related Items (5)

Detecting multifractal stochastic processes under heavy-tailed effects ⋮ Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality ⋮ Measuring multiscaling in financial time-series ⋮ Apparent multifractality of self-similar Lévy processes ⋮ Chaos, fractional kinetics, and anomalous transport

Uses Software

• STABLE

Cites Work

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• A dimension theorem for sample functions of stable processes
• Fractional kinetic equation for Hamiltonian chaos
• Modelling and analysis of fractional Brownian motions
• A simple robust estimation method for the thickness of heavy tails
• The Maximum of Sums of Stable Random Variables
• Some Theorems on Stable Processes
• Numerical calculation of stable densities and distribution functions
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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