随机收益、分数布朗局部时与稳定自相似过程
概率论
2007-05-23 v1
摘要
我们描述了一类新的具有平稳增量的自相似对称 -稳定过程，其作为多用户赚取随机收益或承担随机成本情形下大时间尺度极限而出现。所得模型与此前研究的模型在其记忆性质与样本路径的光滑性上均有所不同。
引用
@article{arxiv.math/0610272,
title = {Random rewards, fractional Brownian local times and stable self-similar processes},
author = {Serge Cohen and Gennady Samorodnitsky},
journal= {arXiv preprint arXiv:math/0610272},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/105051606000000277 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)