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...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2025-02-01
|
| Col·lecció: | Entropy |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/1099-4300/27/2/157 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|