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Volumn 52, Issue 1, 1995, Pages 207-213

Distribution of the first return time in fractional Brownian motion and its application to the study of on-off intermittency

Author keywords

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Indexed keywords


EID: 0000443940     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.52.207     Document Type: Article
Times cited : (171)

References (46)
  • 1
    • 84927461945 scopus 로고    scopus 로고
    • An Introduction to Probability Theory and Its Applications (Wiley, New York, 1968 and 1971), Vols. I and II.
    • Feller, W.1
  • 5
    • 84927504952 scopus 로고    scopus 로고
    • Conventionally, Brownian motion, ordinary [1] or fractional [3], is a term used to denote continuous-time stochastic processes. A random walk can be regarded its discrete analogue. Since both types of processes share many similarities we use the same designation to avoid the introduction of additional terminology.
  • 19
    • 84927503095 scopus 로고    scopus 로고
    • K. A. Selz et al., Fractals (to be published).
  • 21
    • 84927481885 scopus 로고    scopus 로고
    • In this paper the term distribution means probability density function.
  • 22
    • 84927508032 scopus 로고    scopus 로고
    • In a more strict sense, this event should be called first zero crossing, rather than first return, given the discrete-time and continuous-space nature of the problem. But, since the term zero crossing does not take the initial state into consideration, we will still refer to T as the first return time and ignore the fine distinction.
  • 43
    • 84927492896 scopus 로고    scopus 로고
    • We thank Steve Lowen for discussions on this point.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.