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

DOI10.1515/DEMO-2021-0100zbMATH Open1474.60109OpenAlexW3135325310MaRDI QIDQ2245658FDOQ2245658

Authors: Jeonghwa Lee 

Publication date: 15 November 2021

Published in: Dependence Modeling (Search for Journal in Brave)

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

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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)

Cites Work

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

Cited In (3)

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

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