long range dependent on-off processes
Long range dependent processes and fractional Brownian motion
... ary processes. The usual m ethods of analysis of sta tionary processes assum e exponential decay of the covariance function, which is a typical case of ...Markov processes) are well known and often ...
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Convergence rates in the law of large numbers for long range dependent linear processes
... generating function, then the strong law of large numbers for the linear process holds with exponential convergence rate. Hanson and Koopmans [] generalized this result to a class of linear processes of ...
14
Modeling long range dependent Gaussian processes with application in continuous time financial models
... This paper considers a class of continuous–time long–range dependent Gaussian processes. The corresponding spectral density is assumed to have a general and flexible form, which covers some ...
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Linearization of randomly weighted empiricals under long range dependence with application to nonlinear regression quantiles
... empirical processes based on long range dependent random variables + These results are subsequently used to linearize nonlinear regression quantiles in a nonlinear regression model with ...
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Econometric estimation in long range dependent volatility models: Theory and practice
... non–Gaussian processes may display LRD, IRD or ...motion processes in order to clearly present the main ideas as well as the estimation ...of dependent structure on the covariance matrix of the two ...
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A long range dependent model with nonlinear innovations for simulating daily river flows
... Innovations can be regarded as shocks to the linear system. They are uncorrelated but their squares and absolute values are autocorrelated and, additionally, they exhibit nonseasonal periods of high and low variances ...
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On the Long Range Dependent Behaviour of Unidirectional Packet Delay of Wireless Traffic
... arrival processes of aggregate traffic at a single point in the network, intraflow end-to-end per-packet performance metrics assess the level of service quality experienced by certain traffic types while routed ...
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Statistical Analysis of Long-Range Dependent Processes via a Stochastic Intensity Approach, with Applications in Networking
... the OFF-periods are i.i.d., and the ON- and OFF-periods are independent from one another), an infinite-variance distribution for the sojourn time in the ON and/or OFF state can be readily shown to ...
160
A distance test of normality for a wide class of stationary processes
... integrated processes, which may be short- range dependent, long-range dependent or antipersistent depending on the value of their dependence ...
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Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology
... scale dependent and that morphody- namic processes operating at swash (0–50 m) and surf-zone (< 1000 m) scales are different than the processes operating at larger ...different processes ...
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Long-range WindScanner System
... the long-range WindScanner system, will be presented accompanied by an overview of the results from several field ...The long-range WindScanner system consists of three spatially separated ...
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Analysis and modelling of a 9 3 kyr palaeoflood record: correlations, clustering, and cycles
... quantifying long-range correlations. Meth- ods for quantifying long-range correlations have systematic and random errors in the resultant estimator for time se- ries with very asymmetric ...
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Neurophysiological signals as predictive translational biomarkers for Alzheimer’s disease treatment: effects of donepezil on neuronal network oscillations in TgF344-AD rats
... frequency range which also covers absence seizure discharges, it might be assumed that reduction of these pathological events directly contributes to attention improvement in donepezil-treated ...
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Effective three-body interactions via photon-assisted tunneling in an optical lattice
... The remainder of this paper is organized as follows: In section II we describe the procedure to enhance the role of three-body interactions using laser assisted tunneling or lattice modulation. In sections III – V we ...
12
Non equilibrium processes and ergodicity breaking in isolated quantum systems
... The off-diagonal elements can also be used as a diagnostic of interesting ...the off-diagonal elements are associated with the relaxation to these ...of off-diagonal elements in the ergodic phase ...
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LONG-RANGE SURVEILLANCE UNIT OPERATIONS
... larger. Long-range surveillance detachment teams operate forward of battalion reconnaissance teams and cavalry scouts in the division area of ...The long-range surveillance company teams ...
287
Ecological and evolutionary processes at expanding range margins
... ined four insect species that have expanded their geographical ranges in Britain over the past 20 years. Here we report that two butter¯y species have increased the variety of habitat types that they can colonize, and ...
6
Processes influencing ozone levels in Alaskan forest fire plumes during long range transport over the North Atlantic
... (j-values) in the presence of prescribed cloud and aerosol layers [Wild et al., 2000] making it possible to simulate directly the physical properties of scattering and absorbing particles including the full, untruncated ...
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Socioeconomic networks with long-range interactions
... In well networked communities, information is often shared informally among an individual’s di- rect and indirect acquaintances. Here we study a modi…ed version of a model previously proposed by Jackson and Wolinsky to ...
11
Socioeconomic networks with long-range interactions
... The plot shows that for any δ the initial node is likely to acquire the highest fraction of links and utility. More- over, for δ = 0.15 both the degree and utility ratios decay faster than in the scale-free regime. This ...
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