Model-free stochastic processes studied with \(q\)-wavelet-based informational tools

DOI10.1016/j.physleta.2006.12.012zbMath1203.94020MaRDI QIDQ620816

Sumit K. Garg

Publication date: 20 January 2011

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2006.12.012

zbMATH Keywords

fractional Brownian motion; wavelet analysis; fractional Gaussian noise; self-similar Gaussian stochastic processes; wavelet \(q\)-entropy; wavelet \(q\)-statistical complexity

Mathematics Subject Classification ID

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60G99: Stochastic processes

94A11: Application of orthogonal and other special functions

Related Items

Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method, Computational applications of nonextensive statistical mechanics, Tsallis entropy of fuzzy dynamical systems, Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies

Uses Software

• longmemo

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Brain electrical activity analysis using wavelet-based informational tools
• Brain electrical activity analysis using wavelet-based informational tools. II: Tsallis non-extensivity and complexity measures
• Statistical complexity and disequilibrium
• Nonextensive statistical mechanics and economics
• Possible generalization of Boltzmann-Gibbs statistics.
• The analysis of VF and VT with wavelet-based Tsallis information measure
• NONEXTENSIVE THERMOSTATISTICS AND FRACTALS
• Ten Lectures on Wavelets
• Fractional Brownian Motions, Fractional Noises and Applications
• Nonextensive statistical mechanics and its applications. Papers from the IMS winter school on statistical mechanics: nonextensive generalization of Boltzmann-Gibbs statistical mechanics and its applications, Okazaki, Japan, February 15--18, 1999