Displaying similar documents to “Superposition of diffusions with linear generator and its multifractal limit process”

Renormalization group of and convergence to the LISDLG process

Endre Iglói (2004)

ESAIM: Probability and Statistics

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The LISDLG process denoted by J ( t ) 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 J ( t ) . It is shown that process J ( t ) has its own renormalization group and that J ( t ) 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...

Linear distribution processes.

Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)

Journal of Applied Mathematics and Stochastic Analysis

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Alpha-stable branching and beta-coalescents.

Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)

Electronic Journal of Probability [electronic only]

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Induced stationary process and structure of locally square integrable periodically correlated processes

Andrzej Makagon (1999)

Studia Mathematica

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A one-to-one correspondence between locally square integrable periodically correlated (PC) processes and a certain class of infinite-dimensional stationary processes is obtained. The correspondence complements and clarifies Gladyshev's known result [3] describing the correlation function of a continuous periodically correlated process. In contrast to Gladyshev's paper, the procedure for explicit reconstruction of one process from the other is provided. A representation of a PC process...

A Gaussian oscillator.

Burdzy, Krzysztof, White, David (2004)

Electronic Communications in Probability [electronic only]

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Spatio-temporal modelling of a Cox point process sampled by a curve, filtering and Inference

Blažena Frcalová, Viktor Beneš (2009)

Kybernetika

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The paper deals with Cox point processes in time and space with Lévy based driving intensity. Using the generating functional, formulas for theoretical characteristics are available. Because of potential applications in biology a Cox process sampled by a curve is discussed in detail. The filtering of the driving intensity based on observed point process events is developed in space and time for a parametric model with a background driving compound Poisson field delimited by special test...