Correlation cascades of Lévy-driven random processes

Physica A: Statistical Mechanics and its Applications

Volumn 376, Issue 1-2, 2007, Pages 1-26

  Eliazar, Iddo ^a   Klafter, Joseph ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

Fractality; L vy Correlation Cascades; Long range dependence; Non Gaussian L vy noises; Self similarity; Stable L vy noises

Indexed keywords

CORRELATION METHODS; FUNCTIONS; GAUSSIAN NOISE (ELECTRONIC);

LÉVY CORRELATION CASCADES; LONG-RANGE DEPENDENCE; NON-GAUSSIAN LÉVY NOISES; SELF-SIMILARITY; STABLE LÉVY NOISES;

RANDOM PROCESSES;

EID: 33846148399     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.10.029     Document Type: Article

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