Run length statistics and the Hurst exponent in random and birth-death random walks.
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Publication:815583
DOI10.1016/0960-0779(96)00032-XzbMath1080.60506MaRDI QIDQ815583
Pierre Vallois, Charles S. Tapiero
Publication date: 17 February 2006
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0960-0779(96)00032-x
60G50: Sums of independent random variables; random walks
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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