From moving averages to anomalous diffusion: a Rényi-entropy approach

DOI10.1088/1751-8113/48/3/03FT01zbMath1322.60042MaRDI QIDQ5173203

Iddo I. Eliazar

Publication date: 9 February 2015

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

zbMATH Keywords

correlationanomalous diffusionlocalizationmoving averagesRényi entropyconvolution filters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Entropy and other invariants (28D20) Diffusion processes (60J60)

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