285 citations
- Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR30 papers
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Showing 2008 · math.PRShow all
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math.PR2008
From persistent random walks to the telegraph noise
Samuel Herrmann, Pierre Vallois
We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. W…
math.PR2008★ 30 cited
Multifractional, multistable, and other processes with prescribed local form
K. J. Falconer, J. Levy Vehel
We present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifracti…