Difference between revisions of "Stochastic Process with Memory"
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(Created page with "==Full Title== memory in a stochastic process. GENNADY SAMORODNITSKY ''LONG RANGE DEPENDENCE'' Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf...") |
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==Full Title== | ==Full Title== | ||
| − | memory in a stochastic process. | + | memory in a stochastic process |
| + | ==Context== | ||
| + | The first serious argument that this can be important is | ||
| + | in a series of papers of B. Mandelbrot and his co-authors, e.g. Mandelbrot | ||
| + | (1965) and Mandelbrot and Wallis (1968). It is also due to the influence | ||
| + | of these early papers and subsequent publications of Mandelbrot (especially | ||
| + | Mandelbrot (1983)) that long range dependence has also become associated | ||
| + | with scaling and fractal behaviour. | ||
GENNADY SAMORODNITSKY ''LONG RANGE DEPENDENCE'' Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf | GENNADY SAMORODNITSKY ''LONG RANGE DEPENDENCE'' Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf | ||
| Line 6: | Line 13: | ||
==References== | ==References== | ||
| − | [[Category: | + | [[Category: Computation]] |
[[Category: Physics]] | [[Category: Physics]] | ||
Revision as of 09:51, 29 November 2024
Full Title
memory in a stochastic process
Context
The first serious argument that this can be important is in a series of papers of B. Mandelbrot and his co-authors, e.g. Mandelbrot (1965) and Mandelbrot and Wallis (1968). It is also due to the influence of these early papers and subsequent publications of Mandelbrot (especially Mandelbrot (1983)) that long range dependence has also become associated with scaling and fractal behaviour.
GENNADY SAMORODNITSKY LONG RANGE DEPENDENCE Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf
