Modeling and simulation with operator scaling

Article, Preprint English OPEN
Cohen, Serge; Meerschaert, Mark M.; Rosinski, Jan;
(2010)
  • Publisher: Elsevier BV
  • Journal: Stochastic Processes and their Applications,volume 120,issue 12,pages2,390-2,411 (issn: 0304-4149)
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1016/j.spa.2010.08.002
  • Subject: 60G51, 60G52, 68U20, 60F05 | Applied Mathematics | Mathematics - Probability | Statistics and Probability | Modelling and Simulation | 60G51 (60F05 60G18 60G52 68U05)

Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating stochastic processes with operator sca... View more