an:00806763
Zbl 0829.60032
Mandelbrot, Benoît B.
Introduction to fractal sums of pulses
EN
Shlesinger, Michael F. (ed.) et al., Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994. Berlin: Springer-Verlag. Lect. Notes Phys. 450, 110-123 (1995).
1995
a
60G18 82C44
fractal sums of pulses; global statistical dependence; infinite variance; lateral attractors; Lévy flights; pulses
Summary: The classical Lévy flights are generalized, their jumps being replaced by more involved ``pulses''. This generates a wide family of self-affine random functions. Their versatility makes them useful in modeling. Their structure throws new conceptual light on the difficult issue of global statistical dependence, especially in the case of processes with infinite variance.
For the entire collection see [Zbl 0823.00016].