A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes

Mathematics – Probability

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

Scientific paper

The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based on the Ferguson-Klass-LePage series representation of stable processes. We consider various particular cases of interest, including multistable L\'evy motion, multistable reverse Ornstein-Uhlenbeck process, log-fractional multistable motion and linear multistable multifractional motion. We also compute the finite dimensional distributions of those processes. Finally, we display numerical experiments showing graphs of synthesized paths of such processes.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-306117

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.