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scientific article; zbMATH DE number 1445907
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scientific article; zbMATH DE number 1445907 |
Statements
10 May 2000
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0.7870309948921204
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0.7673171758651733
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In two papers which, as indicated in the references, should appear in this same journal, the author suggested a new model of complex-valued fractional Gaussian white noise as, loosely speaking, the product of a Rademacher white noise and the absolute value of a scalar 0 mean Gaussian white noise, where the two factors are assumed to be independent. In the present paper, the author takes up for these fractional stochastic systems the three topics mentioned in the title.
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