Fractal‐Based Point Processes

DOI10.1002/0471754722zbMath1086.60002MaRDI QIDQ5706504

Malvin Carl Teich, Steven B. Lowen

Publication date: 7 November 2005

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/0471754722

zbMATH Keywords

identification; scaling; long-range dependence; power law; fractal Brownian motion; fractal point process; 1/f noise; double stochastic Poisson point process; computer network traffic; cascaded point process; estimation of scaling exponent; fractal renewal process, fractal shot noise; fractal-rate point process; integrate-and-reset point process

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62P30: Applications of statistics in engineering and industry; control charts

62M15: Inference from stochastic processes and spectral analysis

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

62P35: Applications of statistics to physics

60G18: Self-similar stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

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