A Gaussian oscillator.
Burdzy, Krzysztof, White, David (2004)
Electronic Communications in Probability [electronic only]
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Burdzy, Krzysztof, White, David (2004)
Electronic Communications in Probability [electronic only]
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Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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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....
Daley, D.J., Rolski, T., Vesilo, R. (2007)
Journal of Applied Mathematics and Decision Sciences
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Endre Iglói (2004)
ESAIM: Probability and Statistics
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The LISDLG process denoted by is defined in Iglói and Terdik [ESAIM: PS 7 (2003) 23–86] by a functional limit theorem as the limit of ISDLG processes. This paper gives a more general limit representation of . It is shown that process has its own renormalization group and that can be represented as the limit process of the renormalization operator flow applied to the elements of some set of stochastic processes. The latter set consists of IGSDLG processes which are generalizations...
Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
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Birkner, Matthias, Blath, Jochen (2009)
Electronic Journal of Probability [electronic only]
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Iglói, E., Terdik, G. (1999)
Electronic Journal of Probability [electronic only]
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Ilona Kopocińska (1994)
Applicationes Mathematicae
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Let us consider two independent renewal processes generated by appropriate sequences of life times. We say that a renewal time is accepted if in the time between a signal and the preceding one, some signal of the second process occurs. Our purpose is to analyze the sequences of accepted renewals. For simplicity we consider continuous and discrete time separately. In the first case we mainly consider the renewal process rarefied by the Poisson process, in the second we analyze the process...
Li, Zenghu, Shiga, Tokuzo, Yao, Lihua (1999)
Electronic Communications in Probability [electronic only]
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Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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