Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs

DOI10.1016/j.sigpro.2004.09.016zbMath1160.94370OpenAlexW2079937868MaRDI QIDQ1017090

Publication date: 18 May 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.09.016

zbMATH Keywords

Lévy processes fractional Brownian motion infinitely divisible distributions stable processes moving averages fractional Lévy motion fractional stable motion

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic integrals (60H05) Random measures (60G57) Self-similar stochastic processes (60G18)

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