.png){kind=icon}
返回
INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS
.png){kind=icon}
OA
AI
DOI：10.1142/S0218348X22501377.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper, we provide a deeper understanding of these intricate limiting phenomena. We show that intermittent processes may exhibit a multiscale behavior involving growth at different rates. To these rates correspond different scales. In addition to a dominant scale, intermittent processes may exhibit secondary scales. The probability of these scales decreases to zero as a power function of time. For the analysis, we consider large deviations of the rate of growth of the processes. Our approach is quite general and covers different possible scenarios with special focus on the so-called supOU processes.
Keyword:
Intermittency
Multiscaling
Limit Theorems
Large Deviations
Convergence of Moments
期刊
F
IF:
2.9
论文数:
2.8K
被引数:
5.6K
机构
引用论文
State of the art review on membrane surface characterisation: Visualisation, verification and quantification of membrane properties.png)
Desalination
OAAI
DesalinationIF0
OAAI分享收藏Drug Delivery: Near‐Infrared Light Responsive Multi‐Compartmental Hydrogel Particles Synthesized Through Droplets Assembly Induced by Superhydrophobic Surface (Small 23/2014)Small
SmallIF0
PREAI
分享收藏
查看更多内容