Linear distribution processes.
Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “A Gaussian oscillator.”
Linear distribution processes.
Markov processes with product-form stationary distribution.
Burdzy, Krzysztof, White, David (2008)
Electronic Communications in Probability [electronic only]
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A connection between Gaussian processes and Markov processes.
Eisenbaum, Nathalie (2005)
Electronic Journal of Probability [electronic only]
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Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.
Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
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Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.
Iglói, E., Terdik, G. (1999)
Electronic Journal of Probability [electronic only]
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Superposition of diffusions with linear generator and its multifractal limit process
End Iglói, György Terdik (2003)
ESAIM: Probability and Statistics
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In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants....
Every continuous first order autoregressive stochastic process is a Gaussian process
Friedrich Liese (1992)
Kybernetika
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Derived stochastic processes
A. J. Stam (1965-1966)
Compositio Mathematica
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Crossings of second-order response processes subjected to LMA loadings.
Galtier, Thomas, Gupta, Sayan, Rychlik, Igor (2010)
Journal of Probability and Statistics
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Long memory and self-similar processes
Gennady Samorodnitsky (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
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This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-tailed cases.