A generalized Cauchy process and its application to relaxation phenomena
We study some of the basic properties of a generalized Cauchy process indexed by two parameters. The application of the Lamperti transformation to the generalized Cauchy process leads to a self-similar process which preserves the long-range dependence. The asymptotic properties of spectral density o...
| Main Authors: | , |
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| Format: | Article |
| Published: |
2006
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| Subjects: | |
| Online Access: | http://shdl.mmu.edu.my/1995/ |