Dilatively stable stochastic processes and aggregate similarity
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| 024 | 7 | 0 | |a 10.1007/s00010-014-0318-y |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s00010-014-0318-y | ||
| 245 | 0 | 0 | |a Dilatively stable stochastic processes and aggregate similarity |h [Elektronische Daten] |c [Mátyás Barczy, Peter Kern, Gyula Pap] |
| 520 | 3 | |a Dilatively stable processes generalize the class of infinitely divisible self-similar processes. We reformulate and extend the definition of dilative stability introduced by Iglói (Dilative stability, Ph.D. Thesis, University of Debrecen, Faculty of Informatics, http://www.inf.unideb.hu/valseg/dolgozok/igloi/dissertation.pdf (2008)) using characteristic functions. We also generalize the concept of aggregate similarity introduced by Kaj (Fractals in Engineering, New Trends in Theory and Applications, pp 199-218 (2005)). It turns out that these two notions are essentially the same for infinitely divisible processes. Examples of dilatively stable generalized fractional Lévy processes are given and we point out that certain limit processes in aggregation models are dilatively stable. | |
| 540 | |a Springer Basel, 2014 | ||
| 690 | 7 | |a Dilatively stable process |2 nationallicence | |
| 690 | 7 | |a Self-similar process |2 nationallicence | |
| 690 | 7 | |a Fractional Lévy motion |2 nationallicence | |
| 690 | 7 | |a Aggregate similarity |2 nationallicence | |
| 700 | 1 | |a Barczy |D Mátyás |u Faculty of Informatics, University of Debrecen, P.O. Box 12, 4010, Debrecen, Hungary |4 aut | |
| 700 | 1 | |a Kern |D Peter |u Mathematical Institute, Heinrich-Heine-University Düsseldorf, Universitätsstr. 1, 40225, Düsseldorf, Germany |4 aut | |
| 700 | 1 | |a Pap |D Gyula |u Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, 6720, Szeged, Hungary |4 aut | |
| 773 | 0 | |t Aequationes mathematicae |d Springer International Publishing |g 89/6(2015-12-01), 1485-1507 |x 0001-9054 |q 89:6<1485 |1 2015 |2 89 |o 10 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s00010-014-0318-y |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s00010-014-0318-y |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Barczy |D Mátyás |u Faculty of Informatics, University of Debrecen, P.O. Box 12, 4010, Debrecen, Hungary |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Kern |D Peter |u Mathematical Institute, Heinrich-Heine-University Düsseldorf, Universitätsstr. 1, 40225, Düsseldorf, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Pap |D Gyula |u Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, 6720, Szeged, Hungary |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Aequationes mathematicae |d Springer International Publishing |g 89/6(2015-12-01), 1485-1507 |x 0001-9054 |q 89:6<1485 |1 2015 |2 89 |o 10 | ||