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.
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 Mandelbrot’s
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.