Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
173 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Tempered Fractional Multistable Motion and Tempered Multifractional Stable Motion (1610.06691v2)

Published 21 Oct 2016 in math.PR

Abstract: This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion, respectively, obtained by adding an exponential tempering to the integrands. We investigate certain basic features of these processes, including scaling property, tail probabilities, absolute moment, sample path properties, pointwise H\"{o}lder exponent, H\"{o}lder continuity of quasi norm, (strong) localisability and semi-long-range dependence structure. These processes may provide useful models for data that exhibit both dependence and varying local regularity/intensity of jumps.

Summary

We haven't generated a summary for this paper yet.