Higher-order analysis within Weierstrass hierarchical walks

DOI10.1016/S0010-4655(02)00359-4zbMath0999.60040OpenAlexW2048002168MaRDI QIDQ696662

Ryszard Kutner

Publication date: 12 September 2002

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0010-4655(02)00359-4

zbMATH Keywords

kurtosisHurst exponentLévy walksWeierstrass walks

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

Cites Work

• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools
• Introduction to Econophysics
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