Modeling and simulation with operator scaling
نویسندگان
چکیده
منابع مشابه
Modeling and Simulation with Operator Scaling
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 scaling. A simulation method for operator stable Lévy processes is developed, based on a series representation, along with a Gauss...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2010
ISSN: 0304-4149
DOI: 10.1016/j.spa.2010.08.002