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Multistable processes and localizability

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dc.contributor.authorFalconer, Kenneth John
dc.contributor.authorLiu, Lining
dc.date.accessioned2013-05-28T14:01:02Z
dc.date.available2013-05-28T14:01:02Z
dc.date.issued2012
dc.identifier.citationFalconer , K J & Liu , L 2012 , ' Multistable processes and localizability ' , Stochastic Models , vol. 28 , no. 3 , pp. 503-526 . https://doi.org/10.1080/15326349.2012.699766en
dc.identifier.issn1532-6349
dc.identifier.otherPURE: 5014795
dc.identifier.otherPURE UUID: 4407d464-f882-4f15-b7d6-b3198f708761
dc.identifier.otherScopus: 84864702113
dc.identifier.otherORCID: /0000-0001-8823-0406/work/58055268
dc.identifier.urihttps://hdl.handle.net/10023/3560
dc.description.abstractWe use characteristic functions to construct alpha-multistable measures and integrals, where the measures behave locally like stable measures, but with the stability index alpha(x) varying with x. This enables us to construct alpha-multistable processes on R, that is processes whose scaling limit at time t is an alpha(t)-stable process. We present several examples of such multistable processes and examine their localisability.
dc.format.extent23
dc.language.isoeng
dc.relation.ispartofStochastic Modelsen
dc.rightsThis is an Author's Accepted Manuscript of an article published in Stochastic Models, 2012 copyright Taylor & Francis, available online at: http://www.tandfonline.com/10.1080/15326349.2012.699766en
dc.subjectLocalizableen
dc.subjectMultistable measureen
dc.subjectMultistable processen
dc.subjectScaling limiten
dc.subjectStable processen
dc.subjectQA Mathematicsen
dc.subject.lccQAen
dc.titleMultistable processes and localizabilityen
dc.typeJournal articleen
dc.description.versionPostprinten
dc.contributor.institutionUniversity of St Andrews. Pure Mathematicsen
dc.identifier.doihttps://doi.org/10.1080/15326349.2012.699766
dc.description.statusPeer revieweden
dc.identifier.urlhttp://www.tandfonline.com/doi/abs/10.1080/15326349.2012.699766en


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