A non-Gaussian limit process with long-range dependence

MaRDI QIDQ6161845zbMATH OpenFDO

Authors Raimundas Gaigalas

Publication date 27 June 2023

Full work available at URL https://urn.kb.se/resolve?urn=urn%3Anbn%3Ase%3Auu%3Adiva-3993

zbMATH Keywords

arrival processfractional Brownian motionheavy tailsindependently scattered random measurelong-range dependencemathematical statisticsrenewal processesself-similaritystable processestraffic modellingweak convergence

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

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