Difference between revisions of "Stochastic Process with Memory"
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| − | For a review of memory in a stochastic process <ref>GENNADY SAMORODNITSKY ''LONG RANGE DEPENDENCE'' Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf<ref> | + | For a review of memory in a stochastic process <ref>GENNADY SAMORODNITSKY ''LONG RANGE DEPENDENCE'' Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf</ref> |
==Context== | ==Context== | ||
The first serious argument that this can be important is | The first serious argument that this can be important is | ||
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of these early papers and subsequent publications of Mandelbrot (especially | of these early papers and subsequent publications of Mandelbrot (especially | ||
Mandelbrot (1983)) that long range dependence has also become associated | Mandelbrot (1983)) that long range dependence has also become associated | ||
| − | with scaling and fractal | + | with scaling and fractal behavior. |
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==References== | ==References== | ||
| − | [[Category: | + | [[Category: Computer]] |
[[Category: Physics]] | [[Category: Physics]] | ||
Revision as of 09:53, 29 November 2024
Full Title
For a review of memory in a stochastic process [1]
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 behavior.
References
- ↑ GENNADY SAMORODNITSKY LONG RANGE DEPENDENCE Cornell (2007?) https://people.orie.cornell.edu/gennady/techreports/LRD-NOW.pdf
