๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Identifying the multifractional function of a Gaussian process

โœ Scribed by Albert Benassi; Serge Cohen; Jacques Istas

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
433 KB
Volume
39
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

โœฆ Synopsis

Gaussian processes that are multifractional are studied in this paper. By multifractional processes we mean that they behave locally like a fractional Brownian motion, but the fractional index is no more a constant: it is a function. We introduce estimators of this multifractional function based on discrete observations of one sample path of the process and we study their asymptotical behavior as the mesh decreases to zero. (~

๐Ÿ“œ SIMILAR VOLUMES

A technique of closure using a polynomia
A technique of closure using a polynomial function of Gaussian process
โœ N.D. Anh; N.Q. Hai ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 163 KB

The purpose of the paper is to present a closure technique based on the representation of the non-linear system response process to a random excitation by a polynomial function of Gaussian process. It is shown that for the unimodal and bimodal situations of the Duffing oscillator, the proposed techn