Random Fractals Determined by Lévy Processes
✍ Scribed by Jamison Wolf
- Publisher
- Springer US
- Year
- 2009
- Tongue
- English
- Weight
- 558 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0894-9840
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
A di usion model based on a continuous time random walk scheme with a separable transition probability density is introduced. The probability density for long jumps is proportional to x -1- (a LÃ evy-like probability density). Even when the probability density for the walker position at time t; P(x;
These are processes A whose conditional laws, given some driving process X, are those of a process with independent increments. The treatment is limited to such increasing processes A, without assumptions on the law of X. Considering the time T of crossing some fixed threshold value by A, we derive