Continuous and discrete properties of stochastic processes

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Continuous and discrete properties of stochastic processes

This thesis considers the interplay between the continuous and discrete properties of random stochastic processes. It is shown that the special cases of the one-sided Lévy-stable distributions can be connected to the class of discrete-stable distributions through a doubly-stochastic Poisson transfor...

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Bibliographic Details
Main Author:	Lee, Wai Ha
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2010
Subjects:	continuous stable distribution Gaussian distribution discrete stable distribution Poisson distribution Fano factor fracal properties closed-form stable distributions doubly stochastic Poisson transform doubly stochastic Gaussian transform Fokker-Planck equation phase screen model binomial negative binomial crossing statistics inter-event density persistence
Online Access:	https://eprints.nottingham.ac.uk/11194/

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