| Título: | Indicator fractional stable motions |
| Autores: | Jung, Paul H; Sogang University |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
fractional Brownian motion; random walk in random scenery; random reward schema; local time fractional stable motion; self-similar process; stable process 60G52; 60G22; 60G18 |
| Descripción: | Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely fractional Brownian motions with $1/2 < H < 1$. Motivated by random walks in alternating scenery, we find a complementary family of symmetric $\alpha$-stable motions which we call indicator fractional stable motions. These processes are complementary to local time fractional stable motions in that when $\alpha=2$, one gets fractional Brownian motions with $0 < H < 1/2$. |
| Idioma: | No aplica |
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