most citedLocal independence of fractional Brownian motion

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2007

Random graph models of communication network topologies

Hannu Reittu, Ilkka Norros

We consider a variant of so called power-law random graph. A sequence of expected degrees corresponds to a power-law degree distribution with finite mean and infinite variance. In…

math.PR2007★ 2 cited

Local independence of fractional Brownian motion

Ilkka Norros, Eero Saksman

Let S(t,t') be the sigma-algebra generated by the differences X(s)-X(s) with s,s' in the interval(t,t'), where (X_t) is the fractional Brownian motion process with Hurst index H be…