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Volumn 35, Issue 20, 2002, Pages 4395-4412

Renewal processes and the Hurst effect

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EID: 0037166166     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/35/20/302     Document Type: Article
Times cited : (7)

References (22)
  • 1
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    • Bertoin J 1996 Lévy Processes (Cambridge: Cambridge University Press)
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    • Bertoin, J.1
  • 5
    • 0009432493 scopus 로고
    • Upper bounds for the renewal function via Fourier theoretic methods
    • Daley D J 1978 Upper bounds for the renewal function via Fourier theoretic methods Ann. Prob. 6 876-84
    • (1978) Ann. Prob. , vol.6 , pp. 876-884
    • Daley, D.J.1
  • 6
    • 0033233679 scopus 로고    scopus 로고
    • The Hurst index of long-range dependent renewal processes
    • Daley D J 1999 The Hurst index of long-range dependent renewal processes Am. Prob. 27 2035-41
    • (1999) Am. Prob. , vol.27 , pp. 2035-2041
    • Daley, D.J.1
  • 10
    • 0035537470 scopus 로고    scopus 로고
    • Statistics of the occupation time of renewal processes
    • Godrèche C and Luck J M 2001 Statistics of the occupation time of renewal processes J. Stat. Phys. 104489-524
    • (2001) J. Stat. Phys. , pp. 104489-104524
    • Godrèche, C.1    Luck, J.M.2
  • 12
    • 0000165607 scopus 로고
    • The first, the biggest, and other such considerations
    • Lindenberg K and West B J 1986 The first, the biggest, and other such considerations J. Stat. Phys. 42 201-43
    • (1986) J. Stat. Phys. , vol.42 , pp. 201-243
    • Lindenberg, K.1    West, B.J.2
  • 15
    • 0002609677 scopus 로고
    • On an enriched collection of stochastic processes
    • ed E W Montroll and J Lebowitz (Amsterdam: North-Holland)
    • Montroll E W and West B J 1979 On an enriched collection of stochastic processes Fluctuation Phenomena ed E W Montroll and J Lebowitz (Amsterdam: North-Holland) pp 61-175
    • (1979) Fluctuation Phenomena , pp. 61-175
    • Montroll, E.W.1    West, B.J.2
  • 17
    • 33749620020 scopus 로고    scopus 로고
    • Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
    • Levy J B and Taqqu M 2000 Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards Bernoulli 6 23-44
    • (2000) Bernoulli , vol.6 , pp. 23-44
    • Levy, J.B.1    Taqqu, M.2
  • 18
    • 0347143013 scopus 로고    scopus 로고
    • Dependence structure of a renewal-reward process with infinite variance
    • Levy J B and Taqqu M 2001 Dependence structure of a renewal-reward process with infinite variance Fractals 9 185-92
    • (2001) Fractals , vol.9 , pp. 185-192
    • Levy, J.B.1    Taqqu, M.2
  • 22
    • 0001504102 scopus 로고
    • Random walks: Theory and selected applications
    • ed I Prigogine and S A Rice (New York: Wiley)
    • Weiss G H and Rubin R J 1983 Random walks: theory and selected applications Advances in Chemical Physics vol 52 ed I Prigogine and S A Rice (New York: Wiley) pp 363-505
    • (1983) Advances in Chemical Physics , vol.52 , pp. 363-505
    • Weiss, G.H.1    Rubin, R.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.