Self-similarity and conditional stationarity

Benoit B. Mandelbrot
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Benoit B. Mandelbrot: Yale University, Mathematics Department

Chapter N7 in Multifractals and 1/ƒ Noise, 1999, pp 166-205 from Springer

Abstract: Abstract The purpose of this paper is twofold. From the viewpoint of engineering, it presents a model of certain random perturbations that appear to come in clusters, or bursts. This is achieved by introducing the concept of a “self-similar stochastic point process in continuous time.”

Keywords: IEEE Transaction; Marginal Distribution; Conditional Density; Joint Density; Excess Noise (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1007/978-1-4612-2150-0_7

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