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20042026
most citedIntegral representations and properties of operator fractional Brownian motions

86 citations · 187 across the 33 of their papers we have counts for

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10 papers · 1 filter

math.PR2023★ 1 cited

Attribute network models, stochastic approximation, and network sampling and ranking algorithms

Nelson Antunes, Sayan Banerjee, Shankar Bhamidi +1

We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by th…

math.PR2016

Domain and range symmetries of operator fractional Brownian fields

Gustavo Didier, Mark M. Meerschaert, Vladas Pipiras

An operator fractional Brownian field (OFBF) is a Gaussian, stationary increment R^n-valued random field on R^m that satisfies the operator self-similarity property {X(c^E t)}_{t i…

math.PR2016

Exponents of operator self-similar random fields

Gustavo Didier, Mark M. Meerschaert, Vladas Pipiras

If X(c^E t) and c^H X(t) have the same finite-dimensional distributions for some linear operators E and H, we say that the random vector field X(t) is operator self-similar. The ex…

math.PR2014

On integral representations of operator fractional Brownian fields

Changryong Baek, Gustavo Didier, Vladas Pipiras

Operator fractional Brownian fields (OFBFs) are Gaussian, stationary-increment vector random fields that satisfy the operator self-similarity relation {X(c^{E}t)}_{t in R^m} L= {c^…

math.PR2012

Admission Control for Multidimensional Workload with Heavy Tails and Fractional Ornstein-Uhlenbeck Process

Amarjit Budhiraja, Vladas Pipiras, Xiaoming Song

The infinite source Poisson arrival model with heavy-tailed workload distributions has attracted much attention, especially in the modeling of data packet traffic in communication…

math.PR2011

Exponents, symmetry groups and classification of operator fractional Brownian motions

Gustavo Didier, Vladas Pipiras

Operator fractional Brownian motions (OFBMs) are zero mean, operator self-similar (o.s.s.), Gaussian processes with stationary increments. They generalize univariate fractional Bro…