Poisson fractional processes

✍ Scribed by Xiao-Tian Wang; Zhi-Xiong Wen

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 122 KB
• Volume: 18
• Category: Article
• ISSN: 0960-0779
• DOI: 10.1016/s0960-0779(02)00579-9

✦ Synopsis

In this paper, we propose a class of non-Gaussian stationary increment processes, named Poisson fractional processes W ðjÞ H ðtÞ, which permit the study of the effects of long-range dependance in a large number of fields. The processes W ðjÞ H ðtÞ are self-similar in wide sense, exhibit more fatter tail than Gaussian processes, and converge to the Gaussian processes in distribution.