Self-Similar
Processes
( To add your
paper write us: oleg314@mail.ru
)
Hae-Duck
Joshua Jeong, Modelling of self-similar teletraffic for simulation; Added: January 2018.
J. Gao, Y. Cao, W. Tung, J.
Hu, Multiscale
analysis of complex time series;
Аннотация к книге с сайта twirpx.com:
«Целью работы является объединение
подходов, основанных на фрактальной геометрии и теории динамического хаоса с
целью описания поведения временных рядов сложной структуры. Даются сведения из
теории хаотической динамики, фрактальной геометрии, теории вероятностей,
анализа Фурье и вейвлетов, после чего переходят к
рассмотрению самоподобных процессов, устойчивых
законов распределения, процессов с долгой памятью, мультифракталов,
бифуркаций, моделей, описываемых степенным законом и т.п.
Авторы предлагают использовать книгу, как
основу для годичного спецкурса.»
Added: January 2018.
Nassim Taleb, Критика Стивена
Пинкера; Added: August 2017.
V. V. Uchaikin, D. O. Cahoy, R. T. Sibatov,
Fractional processes: from
Poisson to branching one; Added: January 2011.
L. Beghin, E. Orsingher, Poisson-type processes governed by
fractional and higher-order recursive differential equations; Added: January 2011.
M. Meerschaert, E. Nane, P. Vellaisamy,
The fractional Poisson process and the inverse stable subordinator; Added: January 2011.
T. Szabados,
Strong Approximation of
Fractional Brownian Motion by Moving Averages of
Simple Random Walks; Added: January 2011.
Henghsiu
Tsai, On continuous-time autoregressive fractionally
integrated moving average processes; Added: December 2009.
Roman S. Rutman,
On the paper by R.R.Nigmatullin “Fractional integral and its physical
interpretation”;
Added:
December 2009.
Francesco Mainardi, Rudolf Gorenflo, Enrico Scalas,
A fractional generalization
of the Poisson processes; Added: November 2009.
N. Laskin, I. Lambadaris, F. Harmantzis, M. Devetsikiotis, Fractional Levy Motion and Its Application to
Network Traffic Modeling; Added: November
2009.
N. Laskin,
Fractional market dynamics; Added: November
2009.
N. Laskin,
Stochastic Theory of
Foreign Exchange Market Dynamics; Added: November 2009.
Rahul Pandit, Prasad Perlekar, Samriddhi Sankar Ray, Statistical Properties of
Turbulence: An Overview; Added: August 2009.
S.M. Soskin, R. Mannella, O.M. Yevtushenko, I.A. Khovanov,
P.V.E. McClintock, A New Approach To The Treatment Of Separatrix
Chaos And Its Applications; Added: June
2009.
Keivan Navaie, Ahmad R. Sharafat, Yiqiang Q. Zhao, On the Impact of Traffic
Characteristics on Radio Resource Fluctuation in Multi-Service Cellular CDMA
Networks;
Added: June 2009.
Vitaly Petroff, Self-Similar Network Traffic: From Chaos and Fractals to Forecasting and QoS; Added: June 2009.
Daniel R. Figueiredo, Benyuan Liu, Anja Feldmann, Vishal Misra, Don Towsley, Walter Willinger, On TCP and self-similar traffic; Added: June
2009.
Sergejs Ilnickis, Research of the network server in
self-similar traffic environment; Added: June 2009.
Alexander Weiss, Escaping the Brownian stalkers; December 17, 2008.
M. T. Barlow, B. M. Hambly,
Parabolic Harnack Inequality and Local Limit Theorem for Percolation
Clusters;
December 1, 2008.
Elena Kosygina, Martin P.W. Zerner, Positively and negatively excited
random walks on integers, with branching processes; October 14, 2008.
Balint Toth, Balint
Veto, Self-repelling
random walk with directed edges on Z; October 14, 2008.
Ronald G. Addie, Timothy D. Neame
and Moshe Zukerman, Performance Evaluation of a Queue Fed by a Poisson
Pareto Burst Process; 2002.
Yuri Bakhtin,
Thermodynamic Limit for
Large Random Trees; September 17, 2008.
J.-C. Breton,
I. Nourdin, Error bounds on the non-normal approximation of Hermite power variations of
fractional Brownian motion; 2008.
Radoslaw Adamczak, A tail inequality for suprema
of unbounded empirical processes with applications to Markov chains; May 27, 2008.
Tom Alberts, Scott
Sheffield, Hausdorff Dimension of the SLE (Schramm-Loewner
Evolution)
Curve Intersected with the Real Line; June 3, 2008.
Andreas Basse,
Gaussian Moving Averages and Semimartingales; July 9, 2008.
Erik I. Broman, Federico Camia,
Large-N Limit of Crossing Probabilities,
Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot’s
Fractal Percolation Process; May 30, 2008.
A. M. G. Cox, Jan Obloj,
Classes of measures which can be embedded in the
Simple Symmetric Random Walk; June 11, 2008.
Sebastien Darses, Bruno Saussereau,
Time reversal for drifted fractional Brownian motion
with Hurst index H > 1/2; August 16, 2007.
Dante DeBlassie,
The Exit Place of Brownian Motion
in the Complement of a Horn; July 1, 2008.
Eric Gautier, Stochastic nonlinear Schroedinger
equations driven by a fractional noise. Well-posedness,
large deviations and support; May 22, 2007.
Lee R. Gibson, The mass of sites visited by a random walk on an
infinite graph;
July 17, 2008.
Mihai GRADINARU, Ivan NOURDIN, Approximation at first and second order of m-order
integrals of the fractional Brownian motion and of certain semimartingales; October 14, 2003.
Mark Holmes, Convergence of lattice trees to super-Brownian motion above
the critical dimension; April 3, 2008.
E. Igloi, A RATE-OPTIMAL TRIGONOMETRIC SERIES
EXPANSION OF THE FRACTIONAL BROWNIAN MOTION; October 4, 2005.
Geurt Jongbloed and Ger Koole, Managing uncertainty in call centers using Poisson
mixtures
Piotr S. Kokoszka, Murad S. Taqqu, Parameter Estimation for Infinite Variance Fractional
ARIMA; November 1995.
Jonathan W. Leland, Similarity Judgments, Violations of Stationarity, and Reflection Effects in Intertemporal
Choice; November 2000.
Sebastian
Mueller, A criterion for transience of
multidimensional branching random walk in random environment; June 11, 2008.
Ivan Nourdin,
Giovanni Peccati, Weighted power variations of iterated Brownian motion; June 10, 2008.
Vladas Pipiras, Murad S. Taqqu, The structure of self-similar stable mixed moving
averages; January 24, 2002.
Ronn Ritke, Xiaoyan Hong, Mario Gerla, Contradictory Relationship between Hurst Parameter and
Queueing Performance
Ciprian A.
Tudor and Frederi G. Viens,
Ito Formula and Local Time for the Fractional Brownian
Sheet
Walter Willinger,
Vern Paxson, Rolf H. Riedi,
Murad S. Taqqu,
Long-Range Dependence and Data
Network Traffic; 2001.
Walter Willinger, Murad S. Taqqu, Robert Sherman,
Daniel V. Wilson, Self-Similarity Through
High-Variability: Statistical Analysis of Ethernet LAN Traffic at the Source
Level; April 15, 1997.
David Windisch,
Logarithmic components of the vacant set for random
walk on a discrete torus; April 15, 2008.
Lorenzo Zambotti,
A conservative evolution of the Brownian excursion; July 1,
2008.