کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156863 | 1489931 | 2010 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Modeling and simulation with operator scaling
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
Self-similar processes are useful models for natural systems that exhibit scaling. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulation. A simulation method is developed for operator scaling Lévy processes, based on a series representation, along with a Gaussian approximation of the small jumps. Several examples are given to illustrate the range of practical applications. A complete characterization of symmetries in two dimensions is given, for any exponent and spectral measure, to inform the choice of these model parameters. The paper concludes with some extensions to general operator self-similar processes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 12, December 2010, Pages 2390–2411
Journal: Stochastic Processes and their Applications - Volume 120, Issue 12, December 2010, Pages 2390–2411
نویسندگان
Serge Cohen, Mark M. Meerschaert, Jan Rosiński,