Investigation and Development of the Methodologies for Simulating Self-similar Processes

MaRDI QIDQ7207235arXivFDO

Authors Qidi Peng, W. Wu

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Random number generation in numerical analysis (65C10)

arXiv classification

math.PR

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