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WALTZ Algorithm: the Generator of Self-Similar Processes (RUS)

 


 

 

Self-Similar Processes

 

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V. V. Uchaikin, D. O. Cahoy, R. T. Sibatov,    Fractional processes: from Poisson to branching one; Added: January 2011.

 

L.Beghin, E.Orsingher,    Poisson-type processes governed by fractional and higher-order recursive differential equations; Added: January 2011.

 

M. Meerschaert, E. Nane, P. Vellaisamy,    The fractional Poisson process and the inverse stable subordinator; Added: January 2011.

 

T. Szabados,    Strong Approximation of Fractional Brownian Motion by Moving Averages of Simple Random Walks; Added: January 2011.

 

Henghsiu Tsai,    On continuous-time autoregressive fractionally integrated moving average processes; Added: December 2009.

 

Roman S. Rutman,    On the paper by R.R.Nigmatullin Fractional integral and its physical interpretation; Added: December 2009.

 

Francesco Mainardi, Rudolf Gorenflo, Enrico Scalas,    A fractional generalization of the Poisson processes; Added: November 2009.

 

N. Laskin, I. Lambadaris, F. Harmantzis, M. Devetsikiotis,    Fractional Levy Motion and Its Application to Network Traffic Modeling; Added: November 2009.

 

N. Laskin,    Fractional market dynamics; Added: November 2009.

 

N. Laskin,    Stochastic Theory of Foreign Exchange Market Dynamics; Added: November 2009.

 

Rahul Pandit, Prasad Perlekar, Samriddhi Sankar Ray,    Statistical Properties of Turbulence: An Overview; Added: August 2009.

 

S.M. Soskin, R. Mannella, O.M. Yevtushenko, I.A. Khovanov, P.V.E. McClintock,    A New Approach To The Treatment Of Separatrix Chaos And Its Applications; Added: June 2009.

 

Keivan Navaie, Ahmad R. Sharafat, Yiqiang Q. Zhao,    On the Impact of Traffic Characteristics on Radio Resource Fluctuation in Multi-Service Cellular CDMA Networks; Added: June 2009.

 

Kihong Park, Walter Willinger    Self-Similar Network Traffic: An Overview; Added: June 2009.

 

Vitaly Petroff,    Self-Similar Network Traffic: From Chaos and Fractals to Forecasting and QoS; Added: June 2009.

 

Daniel R. Figueiredo, Benyuan Liu, Anja Feldmann, Vishal Misra, Don Towsley, Walter Willinger, On TCP and self-similar traffic; Added: June 2009.

 

Sergejs Ilnickis,    Research of the network server in self-similar traffic environment; Added: June 2009.

 

Alexander Weiss,    Escaping the Brownian stalkers; December 17, 2008.

 

M. T. Barlow, B. M. Hambly,    Parabolic Harnack Inequality and Local Limit Theorem for Percolation Clusters; December 1, 2008.

 

Elena Kosygina, Martin P.W. Zerner,    Positively and negatively excited random walks on integers, with branching processes; October 14, 2008.

 

Balint Toth, Balint Veto,    Self-repelling random walk with directed edges on Z; October 14, 2008.

 

Ronald G. Addie, Timothy D. Neame and Moshe Zukerman,    Performance Evaluation of a Queue Fed by a Poisson Pareto Burst Process; 2002.

 

Yuri Bakhtin,    Thermodynamic Limit for Large Random Trees; September 17, 2008.

 

J.-C. Breton, I. Nourdin,    Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion; 2008.

 

Radoslaw Adamczak,    A tail inequality for suprema of unbounded empirical processes with applications to Markov chains; May 27, 2008.

 

Tom Alberts, Scott Sheffield,    Hausdorff Dimension of the SLE (Schramm-Loewner Evolution) Curve Intersected with the Real Line; June 3, 2008.

 

Andreas Basse,    Gaussian Moving Averages and Semimartingales; July 9, 2008.

 

Erik I. Broman, Federico Camia,    Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrots Fractal Percolation Process; May 30, 2008.

 

A. M. G. Cox, Jan Obloj,    Classes of measures which can be embedded in the Simple Symmetric Random Walk; June 11, 2008.

 

Sebastien Darses, Bruno Saussereau,    Time reversal for drifted fractional Brownian motion with Hurst index H > 1/2; August 16, 2007.

 

Dante DeBlassie,    The Exit Place of Brownian Motion in the Complement of a Horn; July 1, 2008.

 

Eric Gautier,    Stochastic nonlinear Schroedinger equations driven by a fractional noise. Well-posedness, large deviations and support; May 22, 2007.

 

Lee R. Gibson,    The mass of sites visited by a random walk on an infinite graph; July 17, 2008.

 

Mihai GRADINARU, Ivan NOURDIN,    Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales; October 14, 2003.

 

Mark Holmes,    Convergence of lattice trees to super-Brownian motion above the critical dimension; April 3, 2008.

 

E. Igloi,    A RATE-OPTIMAL TRIGONOMETRIC SERIES EXPANSION OF THE FRACTIONAL BROWNIAN MOTION; October 4, 2005.

 

Geurt Jongbloed and Ger Koole,    Managing uncertainty in call centers using Poisson mixtures

 

Piotr S. Kokoszka, Murad S. Taqqu,    Parameter Estimation for Infinite Variance Fractional ARIMA; November 1995.

 

Jonathan W. Leland,    Similarity Judgments, Violations of Stationarity, and Reflection Effects in Intertemporal Choice; November 2000.

 

Sebastian Mueller,    A criterion for transience of multidimensional branching random walk in random environment; June 11, 2008.

 

Ivan Nourdin, Giovanni Peccati,    Weighted power variations of iterated Brownian motion; June 10, 2008.

 

Vladas Pipiras, Murad S. Taqqu,    The structure of self-similar stable mixed moving averages; January 24, 2002.

 

Ronn Ritke, Xiaoyan Hong, Mario Gerla,    Contradictory Relationship between Hurst Parameter and Queueing Performance

 

Ciprian A. Tudor and Frederi G. Viens,    Ito Formula and Local Time for the Fractional Brownian Sheet

 

Walter Willinger, Vern Paxson, Rolf H. Riedi, Murad S. Taqqu,    Long-Range Dependence and Data Network Traffic; 2001.

 

Walter Willinger, Murad S. Taqqu, Robert Sherman, Daniel V. Wilson,    Self-Similarity Through High-Variability: Statistical Analysis of Ethernet LAN Traffic at the Source Level; April 15, 1997.

 

David Windisch,    Logarithmic components of the vacant set for random walk on a discrete torus; April 15, 2008.

 

Lorenzo Zambotti,    A conservative evolution of the Brownian excursion; July 1, 2008.

 

 


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