Stable fractal sums of pulses: The cylindrical case

DOI10.2307/3318477zbMath0844.60017OpenAlexW4230688208MaRDI QIDQ1904966

Murad S. Taqqu, Gennady Samorodnitsky, Renata Cioczek-Georges, Benoit B. Mandelbrot

Publication date: 15 January 1996

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/2144/31179

zbMATH Keywords

self-similaritystable processesPoisson random measuremeasures of dependenceself-affinitypath behaviourstationarity of increments

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (7)

A class of micropulses and antipersistent fractional Brownian motion ⋮ Alternative micropulses and fractional Brownian motion ⋮ Discrete approximation of a stable self-similar stationary increments process ⋮ Multifractal analysis of sums of random pulses ⋮ Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations ⋮ Hölder regularity of \(\mu\)-similar functions ⋮ Benoît Mandelbrot and fractional Brownian motion

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