Fractal‐Based Point Processes

DOI10.1002/0471754722zbMath1086.60002OpenAlexW94931019MaRDI QIDQ5706504

Malvin Carl Teich, Steven B. Lowen

Publication date: 7 November 2005

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/0471754722

zbMATH Keywords

identificationscalinglong-range dependencepower lawfractal Brownian motionfractal point process1/f noisedouble stochastic Poisson point processcomputer network trafficcascaded point processestimation of scaling exponentfractal renewal process, fractal shot noisefractal-rate point processintegrate-and-reset point process

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of statistics to physics (62P35) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (23)

Algorithms for Point Processes Analysis ⋮ Universal Poisson-process limits for general random walks ⋮ Benford's law: a Poisson perspective ⋮ Small and large scale behavior of moments of Poisson cluster processes ⋮ Power-Law Noises over General Spatial Domains and on Nonstandard Meshes ⋮ Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter ⋮ Synchronization and \(1/f\) signals in interacting small-world networks ⋮ Multiple stochastic point processes in gene expression ⋮ Ion channel noise can explain firing correlation in auditory nerves ⋮ Fractal analysis of recurrence networks constructed from the two-dimensional fractional Brownian motions ⋮ Stochastic flow cascades ⋮ Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with 1/f noise ⋮ 1/fnoise from point process and time-subordinated Langevin equations ⋮ Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations ⋮ A Long-Range Dependent Model for Network Traffic with Flow-Scale Correlations ⋮ A geometric theory for Lévy distributions ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ Simulations of Some Doubly Stochastic Poisson Point Processes ⋮ Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding ⋮ The tenth Vilnius conference on probability theory and mathematical statistics. II ⋮ A Reproducing Kernel Hilbert Space Framework for Spike Train Signal Processing ⋮ Fractional motions ⋮ Universal spectral densities: white and flicker noises

This page was built for publication: Fractal‐Based Point Processes