scholarly journals Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments

2004 ◽  
Vol 9 (0) ◽  
pp. 508-543 ◽  
Author(s):  
Julien Barral ◽  
Jacques Véhel
Keyword(s):  
Multifractal Analysis ◽  
Stationary Increments ◽  
Additive Processes

scholarly journals On regular variation for infinitely divisible random vectors and additive processes

2006 ◽  
Vol 38 (01) ◽  
pp. 134-148 ◽  
Author(s):  
Henrik Hult ◽  
Filip Lindskog
Keyword(s):  
Stochastic Processes ◽  
Regular Variation ◽  
Tail Behavior ◽  
Random Vectors ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Additive Process ◽  
Asymptotic Decay ◽  
Stationary Increments ◽  
Additive Processes

We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We show that the distribution of an infinitely divisible random vector is tail equivalent to its Lévy measure and we study the asymptotic decay of the probability for an additive process to hit sets far away from the origin. The results are extensions of known univariate results to the multivariate setting; we exemplify some of the difficulties that arise in the multivariate case.

scholarly journals On regular variation for infinitely divisible random vectors and additive processes

2006 ◽  
Vol 38 (1) ◽  
pp. 134-148 ◽  
Author(s):  
Henrik Hult ◽  
Filip Lindskog
Keyword(s):  
Stochastic Processes ◽  
Regular Variation ◽  
Tail Behavior ◽  
Random Vectors ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Additive Process ◽  
Asymptotic Decay ◽  
Stationary Increments ◽  
Additive Processes

We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We show that the distribution of an infinitely divisible random vector is tail equivalent to its Lévy measure and we study the asymptotic decay of the probability for an additive process to hit sets far away from the origin. The results are extensions of known univariate results to the multivariate setting; we exemplify some of the difficulties that arise in the multivariate case.

SURVEY OF FOREST COVER CHANGES BY MEANS OF MULTIFRACTAL ANALYSIS

2018 ◽  
Vol 14 (1) ◽  
pp. 51-60
Author(s):  
Emilian DANILA ◽  
VALENTIN Hahuie ◽  
Puiu Lucian GEORGESCU ◽  
Luminița MORARU
Keyword(s):  
Multifractal Analysis ◽  
Forest Cover ◽  
Forest Cover Changes

Multifractal Analysis of Chaotic Point Sets

1992 ◽  
Author(s):  
L. V. Meisel ◽  
M. A. Johnson
Keyword(s):  
Multifractal Analysis ◽  
Point Sets

Multifractal analysis of air and soil temperatures

2021 ◽  
Vol 31 (3) ◽  
pp. 033110
Author(s):  
Samuel Toluwalope Ogunjo ◽  
Ibiyinka Fuwape ◽  
A. Babatunde Rabiu ◽  
Sunday Samuel Oluyamo
Keyword(s):  
Multifractal Analysis ◽  
Soil Temperatures

scholarly journals Representations of hermite processes using local time of intersecting stationary stable regenerative sets

2020 ◽  
Vol 57 (4) ◽  
pp. 1234-1251
Author(s):  
Shuyang Bai
Keyword(s):  
Long Range ◽  
Local Time ◽  
Limit Theorems ◽  
Local Times ◽  
Long Range Dependence ◽  
Random Interval ◽  
Stationary Increments ◽  
Self Similar ◽  
Regenerative Sets

AbstractHermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener–Itô integrals, whose integrands involve the local time of intersecting stationary stable regenerative sets. The proof relies on an approximation of regenerative sets and local times based on a scheme of random interval covering.

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