Renewal processes and the Hurst effect

DOI10.1088/0305-4470/35/20/302MaRDI QIDQ4465711zbMATH OpenOpenAlexFDO

Authors Thierry E. Huillet

Publication date 9 June 2004

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/35/20/302

zbMATH Keywords

fractional random walkheavy tailslong-range dependenceLévy processpotential functionregular varying functionrenewal process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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(5)

• The Hurst index of long-range dependent renewal processes
• Statistical signatures of structural organization: the case of long memory in renewal processes
• scientific article; zbMATH DE number 3969824 (Why is no real title available?)
• scientific article; zbMATH DE number 4096505 (Why is no real title available?)
• Fractal renewal processes

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