A generalized Cauchy process and its application to relaxation phenomena

Lim, S C and Li, Ming (2006) A generalized Cauchy process and its application to relaxation phenomena. Journal of Physics A: Mathematical and General, 39 (12). pp. 2935-2951. ISSN 0305-4470

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Official URL: http://dx.doi.org/10.1088/0305-4470/39/12/005

Abstract

We study some of the basic properties of a generalized Cauchy process indexed by two parameters. The application of the Lamperti transformation to the generalized Cauchy process leads to a self-similar process which preserves the long-range dependence. The asymptotic properties of spectral density of the process are derived. Possible application of this process to model relaxation phenomena is considered.

Item Type: Article
Subjects: Q Science > QC Physics
Divisions: Faculty of Engineering (FOE)
Depositing User: Ms Rosnani Abd Wahab
Date Deposited: 23 Sep 2011 02:50
Last Modified: 23 Sep 2011 02:50
URI: http://shdl.mmu.edu.my/id/eprint/1995

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