Fractional differentiation in the self-affine case. II: Extremal processes

DOI10.1016/0304-4149(93)90060-HzbMath0774.60044MaRDI QIDQ1208956

Norbert Patzschke, Martina Zähle

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

extremal processesfractional Cesàro derivatives of random processesself-affine processes

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Self-similar stochastic processes (60G18)

Related Items (6)

Average densities of the image and zero set of stable processes ⋮ On Bandt's tangential distribution for self-similar measures ⋮ ON THE FRACTIONAL DERIVATIVE OF A TYPE OF SELF-AFFINE CURVES ⋮ Fractional Differentiation in the Self‐Affine Case. V ‐ The Local Degree of Differentiability ⋮ CALCULUS ON FRACTAL SUBSETS OF REAL LINE — I: FORMULATION ⋮ The average density of the path of planar Brownian motion

Cites Work

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• Fractional differentiation in the self-affine case. I: Random functions
• Self‐Similar Random Measures III – Self‐Similar Random Processes
• Self‐Similar Random Measures. II A Generalization to Self‐Affine Measures

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