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Self-stabilizing processes
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dc.contributor.author | Falconer, K. J. | |
dc.contributor.author | Lévy Vehel, J. | |
dc.date.accessioned | 2019-11-11T00:36:03Z | |
dc.date.available | 2019-11-11T00:36:03Z | |
dc.date.issued | 2018 | |
dc.identifier | 252309522 | |
dc.identifier | 4cc6e214-4533-4b8a-832b-943c063ed8fd | |
dc.identifier | 85057216071 | |
dc.identifier | 000461881300003 | |
dc.identifier.citation | Falconer , K J & Lévy Vehel , J 2018 , ' Self-stabilizing processes ' , Stochastic Models , vol. 34 , no. 4 , pp. 409-434 . https://doi.org/10.1080/15326349.2018.1521726 | en |
dc.identifier.issn | 1532-6349 | |
dc.identifier.other | ORCID: /0000-0001-8823-0406/work/58055245 | |
dc.identifier.uri | https://hdl.handle.net/10023/18893 | |
dc.description.abstract | We construct "self-stabilizing" processes {Z(t), t ∈[t0,t1)}. These are random processes which when "localized", that is scaled around t to a fine limit, have the distribution of an α(Z(t))-stable process, where α is some given function on ℝ. Thus the stability index at t depends on the value of the process at t. Here we address the case where α: ℝ → (0,1). We first construct deterministic functions which satisfy a kind of autoregressive property involving sums over a plane point set Π. Taking Π to be a Poisson point process then defines a random pure jump process, which we show has the desired localized distributions. | |
dc.format.extent | 26 | |
dc.format.extent | 610333 | |
dc.language.iso | eng | |
dc.relation.ispartof | Stochastic Models | en |
dc.subject | Local form | en |
dc.subject | Self-stabilizing | en |
dc.subject | Stable process | en |
dc.subject | QA Mathematics | en |
dc.subject | T-NDAS | en |
dc.subject.lcc | QA | en |
dc.title | Self-stabilizing processes | en |
dc.type | Journal article | en |
dc.contributor.institution | University of St Andrews. Pure Mathematics | en |
dc.identifier.doi | https://doi.org/10.1080/15326349.2018.1521726 | |
dc.description.status | Peer reviewed | en |
dc.date.embargoedUntil | 2019-11-11 | |
dc.identifier.url | https://arxiv.org/abs/1802.02543 | en |
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