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 |
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2006
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| Subjects: | |
| Online Access: | http://shdl.mmu.edu.my/1995/ |
| _version_ | 1848789934574403584 |
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| author | Lim, S C Li, Ming |
| author_facet | Lim, S C Li, Ming |
| author_sort | Lim, S C |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | 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 of the process are derived. Possible application of this process to model relaxation phenomena is considered. |
| first_indexed | 2025-11-14T18:04:36Z |
| format | Article |
| id | mmu-1995 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:04:36Z |
| publishDate | 2006 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-19952011-09-23T02:50:02Z http://shdl.mmu.edu.my/1995/ A generalized Cauchy process and its application to relaxation phenomena Lim, S C Li, Ming QC Physics 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 of the process are derived. Possible application of this process to model relaxation phenomena is considered. 2006-03 Article NonPeerReviewed Lim, S C and Li, Ming (2006) A generalized Cauchy process and its application to relaxation phenomena. Journal of Physics A: Mathematical and General, 39 (12). pp. 2935-2951. ISSN 0305-4470 http://dx.doi.org/10.1088/0305-4470/39/12/005 doi:10.1088/0305-4470/39/12/005 doi:10.1088/0305-4470/39/12/005 |
| spellingShingle | QC Physics Lim, S C Li, Ming A generalized Cauchy process and its application to relaxation phenomena |
| title | A generalized Cauchy process and its application to relaxation phenomena |
| title_full | A generalized Cauchy process and its application to relaxation phenomena |
| title_fullStr | A generalized Cauchy process and its application to relaxation phenomena |
| title_full_unstemmed | A generalized Cauchy process and its application to relaxation phenomena |
| title_short | A generalized Cauchy process and its application to relaxation phenomena |
| title_sort | generalized cauchy process and its application to relaxation phenomena |
| topic | QC Physics |
| url | http://shdl.mmu.edu.my/1995/ http://shdl.mmu.edu.my/1995/ http://shdl.mmu.edu.my/1995/ |