A generalized Cauchy process and its application to relaxation phenomena

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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...

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Bibliographic Details
Main Authors:	Lim, S C, Li, Ming
Format:	Article
Published:	2006
Subjects:	QC Physics
Online Access:	http://shdl.mmu.edu.my/1995/

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