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Multistable processes and localizability
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dc.contributor.author | Falconer, Kenneth John | |
dc.contributor.author | Liu, Lining | |
dc.date.accessioned | 2013-05-28T14:01:02Z | |
dc.date.available | 2013-05-28T14:01:02Z | |
dc.date.issued | 2012 | |
dc.identifier | 5014795 | |
dc.identifier | 4407d464-f882-4f15-b7d6-b3198f708761 | |
dc.identifier | 84864702113 | |
dc.identifier.citation | Falconer , K J & Liu , L 2012 , ' Multistable processes and localizability ' , Stochastic Models , vol. 28 , no. 3 , pp. 503-526 . https://doi.org/10.1080/15326349.2012.699766 | en |
dc.identifier.issn | 1532-6349 | |
dc.identifier.other | ORCID: /0000-0001-8823-0406/work/58055268 | |
dc.identifier.uri | https://hdl.handle.net/10023/3560 | |
dc.description.abstract | We 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.extent | 23 | |
dc.format.extent | 164728 | |
dc.language.iso | eng | |
dc.relation.ispartof | Stochastic Models | en |
dc.subject | Localizable | en |
dc.subject | Multistable measure | en |
dc.subject | Multistable process | en |
dc.subject | Scaling limit | en |
dc.subject | Stable process | en |
dc.subject | QA Mathematics | en |
dc.subject.lcc | QA | en |
dc.title | Multistable processes and localizability | en |
dc.type | Journal article | en |
dc.contributor.institution | University of St Andrews. Pure Mathematics | en |
dc.identifier.doi | 10.1080/15326349.2012.699766 | |
dc.description.status | Peer reviewed | en |
dc.identifier.url | http://www.tandfonline.com/doi/abs/10.1080/15326349.2012.699766 | en |
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