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Renewal processes and the Hurst effect - MaRDI portal

Renewal processes and the Hurst effect (Q4465711)

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scientific article; zbMATH DE number 2071538
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Renewal processes and the Hurst effect
scientific article; zbMATH DE number 2071538

    Statements

    title
    Renewal processes and the Hurst effect (English)
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    publication date
    9 June 2004
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    zbMATH Keywords
    renewal process
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    fractional random walk
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    heavy tails
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    potential function
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    regular varying function
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    long-range dependence
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    Lévy process
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    author
    Thierry E. Huillet
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    Identifiers

    zbMATH DE Number
    2071538
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    OpenAlex ID
    W2037198591
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