fractional stable motion
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Author(s):  
Andreas Basse-O’Connor ◽  
Thorbjørn Grønbæk ◽  
Mark Podolskij

In this work we characterize the local asymptotic self-similarity of harmonizable fractional Levy motions in the heavy tailed case. The corresponding tangent process is shown to be the harmonizable fractional stable motion. In addition, we provide sufficient conditions for existence of harmonizable fractional Levy motions.


Bernoulli ◽  
2020 ◽  
Vol 26 (1) ◽  
pp. 226-252 ◽  
Author(s):  
Stepan Mazur ◽  
Dmitry Otryakhin ◽  
Mark Podolskij

The R Journal ◽  
2020 ◽  
Vol 12 (1) ◽  
pp. 386
Author(s):  
Stepan Mazur ◽  
Dmitry Otryakhin

2016 ◽  
Vol 30 (09) ◽  
pp. 1650049 ◽  
Author(s):  
Juan Wei ◽  
Hong Zhang ◽  
Zhenya Wu ◽  
Junlin He ◽  
Yangyong Guo

For the evacuation dynamics in indoor space, a novel crowd flow model is put forward based on Linear Fractional Stable Motion. Based on position attraction and queuing time, the calculation formula of movement probability is defined and the queuing time is depicted according to linear fractal stable movement. At last, an experiment and simulation platform can be used for performance analysis, studying deeply the relation among system evacuation time, crowd density and exit flow rate. It is concluded that the evacuation time and the exit flow rate have positive correlations with the crowd density, and when the exit width reaches to the threshold value, it will not effectively decrease the evacuation time by further increasing the exit width.


2014 ◽  
Vol 29 (2) ◽  
pp. 681-706 ◽  
Author(s):  
Mark M. Meerschaert ◽  
Farzad Sabzikar

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