Renewal processes and the Hurst effect

DOI10.1088/0305-4470/35/20/302zbMath1043.60078OpenAlexW2037198591MaRDI QIDQ4465711

Thierry E. Huillet

Publication date: 9 June 2004

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

Full work available at URL: https://doi.org/10.1088/0305-4470/35/20/302

zbMATH Keywords

heavy tailslong-range dependenceLévy processrenewal processpotential functionfractional random walkregular varying function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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