Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric -stable processes.
Hambly, Ben M., Jones, Liza A. (2007)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “On the exponentials of fractional Ornstein-Uhlenbeck processes.”
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric -stable processes.
Fractional Ornstein-Uhlenbeck processes.
Cheridito, Patrick, Kawaguchi, Hideyuki, Maejima, Makoto (2003)
Electronic Journal of Probability [electronic only]
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Invariance principle, multifractional gaussian processes and long-range dependence
Serge Cohen, Renaud Marty (2008)
Annales de l'I.H.P. Probabilités et statistiques
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Electronic Journal of Probability [electronic only]
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Michna, Zbigniew (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Electronic Journal of Probability [electronic only]
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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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