On Layered Stable Processes
نویسنده
چکیده
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a stable process while, in long time, it approximates another stable (possibly Gaussian) process. We also investigate the absolute continuity of a layered stable process with respect to its short time limiting stable process. A series representation of layered stable processes is derived, giving insights into both the structure of the sample paths and of the short and long time behaviors. This series is further used for sample paths simulation.
منابع مشابه
Bioaffinity Based Immobilization of Almond (Amygdalus communis) b-galactosidase on Con A-layered Calcium Alginate-cellulose Beads: Its Application in Lactose Hydrolysis in Batch and Continuous Mode
In this study, immobilization of partially purified almond (Amygdalus communis) β-galactosidase on Con A layered calcium alginate-cellulose beads was investigated. Immobilized β-galactosidase retained 72% of theinitial activity after crosslinking by glutaraldehyde. Both soluble and immobilized enzyme exhibited the samepH and temperature optima at pH 5.5 and 50ºC, respectively. Howev...
متن کاملFinite element comparison of single, bi-layered and three-layered tube hydroforming processes
In this paper, single, bi-layered and three-layered tube hydroforming processes were numerically simulated using the finite element method. It was found that the final bulges heights resulted from the models were in good agreement with the experimental results. Three types of modeling were kept with the same geometry, tube material and process parameters to be compared between the obtained hydr...
متن کاملGeneralized Tempered Stable Processes
This work introduces the class of generalized tempered stable processes which encompass variations on tempered stable processes that have been introduced in the field, including “modified tempered stable processes [8],” “layered stable processes [6],” and “Lamperti stable processes [3].” Short and long time behavior of GTS Lévy processes is characterized and the absolute continuity of GTS proce...
متن کاملPeriodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
In this work we introduce and study discrete time periodically correlated stable processes and multivariate stationary stable processes related to periodic and cyclic flows. Our study involves producing a spectral representation and a spectral identification for such processes. We show that the third component of a periodically correlated stable process has a component related to a...
متن کاملStudy on the Optical and Rheological properties of polymer- layered Silicate Nanocomposites
This review reports recent advances in the field of polymer–layered silicate nano composites. Thesematerials have attracted both academic and industrial attention because they exhibit dramaticimprovement in properties at very low filler contents. Herein, the structure, preparation andproperties of polymer–layered silicate nanocomposites are discussed in general, and finally the effectof clay na...
متن کامل