$\Lambda(q)$ processes

Shen's Processes on Finslerian Connections

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

A risk model for cloud processes

Traditionally, risk assessment consists of evaluating the probability of "feared events", corresponding to known threats and attacks, as well as these events' severity, corresponding to their impact on one or more stakeholders. Assessing risks of cloud-based processes is particularly difficult due to lack of historical data on attacks, which has prevented frequency-based identification...

SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES

The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.

Moving Average Processes with Infinite Variance

The sample autocorrelation function (acf) of a stationary process has played a central statistical role in traditional time series analysis, where the assumption is made that the marginal distribution has a second moment. Now, the classical methods based on acf are not applicable in heavy tailed modeling. Using the codifference function as dependence measure for such processes be shown it be as...