Recognition of stable distribution with Lévy indexαclose to 2
نویسندگان
چکیده
منابع مشابه
Recognition of stable distribution with Lévy index α close to 2.
We address the problem of recognizing α-stable Lévy distribution with Lévy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the distribution is not clearly detectable, and the shape of the empirical probability density function is close to a Gaussian. We propose a testing procedure combi...
متن کاملConditioned stable Lévy processes and Lamperti representation . February 2 , 2008
By killing a stable Lévy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which illustrate the three classes described by Lamperti [10]. For each of these processes, we compute explicitly the infinitesimal generator from which we deduce the characte...
متن کاملFractional transport equations for Lévy stable processes.
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a system subjected to a Lévy stable random force. The corresponding classical transport equations for the Wigner function are then derived, both in the limits of weak and strong friction. These are fractional extensions of the Klein-Kramers and the Smoluchowski equations. It is shown that the f...
متن کاملa comparison of teachers and supervisors, with respect to teacher efficacy and reflection
supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...
15 صفحه اولFeatures modeling with an a-stable distribution: Application to pattern recognition based on continuous belief functions
Article history: Received 28 August 2012 Received in revised form 4 February 2013 Accepted 8 February 2013 Available online 5 March 2013
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: Physical Review E
سال: 2012
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.85.056711