Spectral analysis of multi-dimensional self-similar Markov processes

DOI10.1088/1751-8113/43/12/125004zbMath1372.60054arXiv0907.2295OpenAlexW3101733123MaRDI QIDQ3558066

Saeid Rezakhah, N. Modarresi

Publication date: 29 April 2010

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.2295

zbMATH Keywords

spectral theoryself-similar processesMarkov self-similar processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Dilations, extensions, compressions of linear operators (47A20) Self-similar stochastic processes (60G18)

Related Items (6)

Discretization of continuous time discrete scale invariant processes: estimation and spectra ⋮ A new structure for analyzing discrete scale invariant processes: covariance and spectra ⋮ Optimal scale invariant Wigner spectrum estimation of Gaussian locally self-similar processes using Hermite functions ⋮ Innovative methods for modeling of scale invariant processes ⋮ Characterization of discrete scale invariant Markov sequences ⋮ Multi-scale invariant fields: estimation and prediction

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