Properties and distribution of the dynamical functional for the fractional Gaussian noise

DOI10.1016/j.amc.2019.03.038zbMath1428.60055OpenAlexW2928451723WikidataQ128142262 ScholiaQ128142262MaRDI QIDQ2009542

Hanna Loch-Olszewska

Publication date: 29 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.03.038

zbMATH Keywords

stochastic processesergodicityfractional Gaussian noiseergodicity breakingdynamical functional

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Ergodicity, mixing, rates of mixing (37A25) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Duality of fractional systems

Uses Software

• longmemo

Cites Work

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• And did he search for you, and could not find you?
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• Fractional Brownian Motions, Fractional Noises and Applications