A new multifractional process with random exponent
نویسندگان
چکیده
منابع مشابه
Multifractional Processes with Random Exponent
Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter of Fractional Brownian Motion (FBM) with a stochastic process. This process need not be independent of the white noise generating the FBM. MPREs can be conveniently represented as random wavelet series. We will use this type of representation to study their Hölder regularity and their self-simila...
متن کاملIdentifying the multifractional function of a Gaussian process
Gaussian processes that are multifractional are studied in this paper. By multifractional processes we mean that they behave locally like a fractional Brownian motion, but the fractional index is no more a constant: it is a function. We introduce estimators of this multifractional function based on discrete observations of one sample path of the process and we study their asymptotical behaviour...
متن کاملA process very similar to multifractional Brownian motion
Multifractional Brownian motion (mBm), denoted here by X, is one of the paradigmatic examples of a continuous Gaussian process whose pointwise Hölder exponent depends on the location. Recall that X can be obtained (see e.g. [BJR97, AT05]) by replacing the constant Hurst parameter H in the standard wavelet series representation of fractional Brownian motion (fBm) by a smooth function H(·) depend...
متن کاملPositive Lyapunov Exponent by a Random Perturbation
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood. We provide conditions under which the perturbed system is ergodic and admits a positive Lyapunov exponent, with an explicit lower bound, for a large and controlled set of parameter values. Acknowledgements. The authors are indebted to Lai-S...
متن کاملA new attack on RSA with a composed decryption exponent
In this paper, we consider an RSA modulus N = pq, where the prime factors p, q are of the same size. We present an attack on RSA when the decryption exponent d is in the form d = Md1 + d0 where M is a given positive integer and d1 and d0 are two suitably small unknown integers. In 1999, Boneh and Durfee presented an attack on RSA when d < N. When d = Md1 + d0, our attack enables one to overcome...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Risk and Decision Analysis
سال: 2018
ISSN: 1875-9173,1569-7371
DOI: 10.3233/rda-180135