Levy Noise Affects Ornstein–Uhlenbeck Memory
This paper investigates the memory of the Ornstein–Uhlenbeck process (OUP) via three ratios of the OUP increments: signal-to-noise, noise-to-noise, and tail-to-tail. Intuition suggests the following points: (1) changing the noise that drives the OUP from Gauss to Levy will not affect the memory, as...
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2025-02-01
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| Colecção: | Entropy |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/1099-4300/27/2/157 |
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