Generalized Bernoulli process with long-range dependence and fractional binomial distribution

DOI10.1515/DEMO-2021-0100MaRDI QIDQ2245658zbMATH OpenOpenAlexFDO

Authors Jeonghwa Lee

Publication date 15 November 2021

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2021-0100

zbMATH Keywords

long-range dependenceHurst exponentBernoulli processover-dispersed binomial model

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional processes, including fractional Brownian motion (60G22) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks
• Fractional Poisson fields and martingales
• Fractional Poisson process
• Fractional Poisson processes and related planar random motions
• On the long-range dependence of mixed fractional Poisson process
• Random-time processes governed by differential equations of fractional distributed order

Cited in

(3)

• Generalized Bernoulli process: simulation, estimation, and application
• Power-law Lévy processes, power-law vector random fields, and some extensions
• On the construction of stationary processes and random fields

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