کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156934 958900 2008 29 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A general framework for simulation of fractional fields
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
A general framework for simulation of fractional fields
چکیده انگلیسی

Besides fractional Brownian motion most non-Gaussian fractional fields are obtained by integration of deterministic kernels with respect to a random infinitely divisible measure. In this paper, generalized shot noise series are used to obtain approximations of most of these fractional fields, including linear and harmonizable fractional stable fields. Almost sure and LrLr-norm rates of convergence, relying on asymptotic developments of the deterministic kernels, are presented as a consequence of an approximation result concerning series of symmetric random variables. When the control measure is infinite, normal approximation has to be used as a complement. The general framework is illustrated by simulations of classical fractional fields.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 9, September 2008, Pages 1489–1517
نویسندگان
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