Small and Large Scale Limits of Multifractal Stochastic Processes with Applications
Various classes of multifractal processes, that is processes that display different properties at different scales, are studied. Most of the processes examined in this work exhibit stable trends at small scales and Gaussian trends at large scales, although the opposite can also occur. Many natural p...
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| Format: | Others |
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Trace: Tennessee Research and Creative Exchange
2009
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| Online Access: | http://trace.tennessee.edu/utk_graddiss/92 |