Year: 2010
Type: preprint
Abstract: We use characteristic functions to construct alpha(x)-multistable measures and integrals, where the measures behave locally like alpha-stable measures, but with the stability index alpha(x) varying with time x. This enables us to construct alpha(x)-multistable processes on R, that is processes whose scaling limit at time x is an alpha(x)-stable process. We present several examples of such multistable processes and examine their localisability.
Source: arXiv (Cornell University)
Authors: Falconer, Kenneth, Liu, Lining
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2952948764