Fractional Poisson field and fractional Brownian field: why are they resembling but different?

DOI10.1214/ECP.V18-1939MaRDI QIDQ742972zbMATH OpenFDO

Authors Hermine Biermé, Yann Demichel, Anne Estrade

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

Poisson random measurefractional Brownian fieldHurst indexfractional Poisson fieldChentsov field

Mathematics Subject Classification ID

Point estimation (62F10) Random fields; image analysis (62M40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Random measures (60G57)

Recommendations

• Fractional Poisson fields
• Is it Brownian or fractional Brownian motion?
• scientific article; zbMATH DE number 774036
• Drap brownien fractionnaire
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• A Poisson bridge between fractional Brownian motion and stable Lévy motion
• Fractional Poisson fields and martingales
• Fractional Brownian vector fields
• On the relation between the fractional Brownian motion and the fractional derivatives
• On the Brownian gas: a field theory with a Poissonian ground state

Cited in

(3)

• The fractional non-homogeneous Poisson process
• A generalisation of the fractional Brownian field based on non-Euclidean norms
• Generalized operator-scaling random ball model

This page was built for publication: Fractional Poisson field and fractional Brownian field: why are they resembling but different?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q742972)