نتایج جستجو برای: hurst phenomenon
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This paper offers an account of the early career Martha Kneale, née Hurst, and five papers she published between 1934 1950. One on metaphysical logical necessity, from 1938, is particularly interesting. In it considers metaphysics time explanation ‘the necessity past’, which has some resemblance to Kripke’s ideas about necessities, in that assigns important role experience how we come know them...
But here are four fragments that will possibly play a part in longer work: I begin with sketch of what it is to do legal history today, the wake enormous growth and development field education, over past forty years. continue an extended examination answers Willard Hurst, founder modern discipline history, gave more than fifty-five years ago question, does do. Finally, two final fragments, spin...
This paper presents steps towards creating a general model for aggregated traffic streams. We show that fitting the mean, variance and Hurst parameter is insufficient to consistently model a long range dependent traffic stream. A fourth parameter, the “level of aggregation,” is required. We also show that with increased aggregation, the behaviour of a traffic stream tends towards that of a frac...
We study the small deviation problem for a class of symmetric Lévy processes, namely, subordinated Lévy processes. These processes can be represented as W ◦A, where W is a standard Brownian motion, and A is a subordinator independent of W . Under some mild general assumption, we give precise estimates (up to a constant multiple in the logarithmic scale) of the small deviation probabilities. The...
Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations. The most common signatures employed rely on second-order temporal statistics and lead, for example, to identifying long memory in processes with power-law aut...
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