Run length statistics and the Hurst exponent in random and birth-death random walks.

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

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

Related Items

Self-affine time series: Measures of weak and strong persistence., Range reliability in random walks, Fractional randomness, Randomness and fractional stable distributions, The range inter-event process in a symmetric birth-death random walk

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