کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7374573 1480062 2018 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Randomness and fractional stable distributions
ترجمه فارسی عنوان
تصادفی و توزیع پایدار کسری
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
چکیده انگلیسی
Stochastic and fractional models are defined by applications of Liouville (and other) fractional operators. They underlie anomalous transport dynamical properties such as long range temporal correlations manifested in power laws. Prolific applications to finance and other domains have been published, based mostly on a randomness defined by the fractional Brownian Motion. Application to probability distributions (Tapiero and Vallois 2016, 2017, 2018), have indicated that fractional distributions are incomplete and their limit distributions (based on the Central LimitTheorem) depend on their fractional index. For example, for a fractional index 1∕2≤H≤1, we showed that a fractional Brownian Bridge defines a fractional randomness (rather than a Brownian Motion). In this paper we consider the case 0
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 511, 1 December 2018, Pages 54-60
نویسندگان
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