Stochastic processes with power-law stability and a crossover in power-law correlations

Physica A: Statistical Mechanics and its Applications

Volumn 316, Issue 1-4, 2002, Pages 153-159

  Podobnik, Boris ^a,b   Grosse, Ivo ^a,c   Stanley, H Eugene ^a  

^a Boston University   (United States)

^b UNIVERSITY OF ZAGREB   (Croatia)

^c Howard Hughes Medical Institute Cold Spring Harbor Laboratory Cold Spring Harbor   (United States)

Author keywords

Random walks and Levy flight econophysics; Stochastic processes

Indexed keywords

APPROXIMATION THEORY; CORRELATION METHODS; PROBABILITY DISTRIBUTIONS; STABILITY;

POWER-LAW STABILITY;

RANDOM PROCESSES;

EID: 0037114569     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01023-3     Document Type: Article

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