منابع مشابه
Fractional Laplace Motion
Fractional Laplace motion is obtained by subordinating fractional Brownian motion to a gamma process. Used recently to model hydraulic conductivity fields in geophysics, it might also prove useful in modeling financial time series. Its one-dimensional distributions are scale mixtures of normal laws, where the stochastic variance has the generalized gamma distribution. These one-dimensional dist...
متن کاملFractional Laplace transforms—a perspective
*Correspondence: Rudolf A. Treumann, International Space Science Institute, ISSI, Hallerstrasse 6, CH-3012 Bern, Switzerland e-mail: [email protected] A new form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral equat...
متن کاملFractional Laplace Model for Hydraulic Conductivity
Based on an examination of K data from four different sites, a new stochastic fractal model, fractional Laplace motion, is proposed. This model is based on the assumption of spatially stationary ln(K) increments governed by the Laplace PDF, with the increments named fractional Laplace noise. Similar behavior has been reported for other increment processes (often called fluctuations) in the fiel...
متن کاملLaplace Transform of Fractional Order Differential Equations
In this article, we show that Laplace transform can be applied to fractional system. To this end, solutions of linear fractional-order equations are first derived by a direct method, without using Laplace transform. Then the solutions of fractional-order differential equations are estimated by employing Gronwall and Hölder inequalities. They are showed be to of exponential order, which are nece...
متن کاملThe Laplace Motion in Phylogenetic Comparative Methods
The majority of current phylogenetic comparative methods assume that the stochastic evolutionary process is homogeneous over the phylogeny or offer relaxations of this in rather limited and usually parameter expensive ways. Here we make a preliminary investigation, by means of a numerical experiment, whether the Laplace motion process can offer an alternative approach. INTRODUCTION – PHYLOGENET...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2006
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1151337079