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Journal of Physics A General Physics
Article . 2005 . Peer-reviewed
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Scale invariances and Lamperti transformations for stochastic processes

Authors: Borgnat, Pierre; Amblard, Pierre-Olivier; Flandrin, Patrick;

Scale invariances and Lamperti transformations for stochastic processes

Abstract

Summary: Scale-invariant processes, and hereafter processes with broken versions of this symmetry, are studied by means of the Lamperti transformation, a one-to-one transformation linking stationary and self-similar processes. A general overview of the use of the transformation, and of the stationary generators it builds, is given for modelling and analysis of scale invariance. We put an emphasis on generalizations to non-strictly scale-invariant situations. The examples of discrete scale invariance and finite-size scale invariance are developed by means of the Lamperti transformation framework, and some specific examples of processes with these generalized symmetries are given.

Keywords

Stochastic methods applied to problems in equilibrium statistical mechanics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
19
Top 10%
Top 10%
Average
bronze