LOCALLY SELF-SIMILAR FRACTIONAL OSCILLATOR PROCESSES

LIM, S. C. and LI, MING and TEO, L. P. and Nieuwenhuizen, Theo M. (2007) LOCALLY SELF-SIMILAR FRACTIONAL OSCILLATOR PROCESSES. Fluctuation and Noise Letters, 07 (02). L169-L179. ISSN 0219-4775

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Official URL: http://dx.doi.org/10.1142/S0219477507003817

Abstract

Fractional oscillator processes of Riemann-Liouville and Weyl type are shown to be locally self-similar. The fractal or Hausdorff dimensions of these processes are determined. Relationship between fractional oscillator processes and the corresponding fractional Brownian motion processes is established.

Item Type: Article
Subjects: T Technology > T Technology (General)
Q Science > QC Physics
Divisions: Faculty of Engineering and Technology (FET)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 29 Sep 2011 05:49
Last Modified: 29 Sep 2011 05:49
URI: http://shdl.mmu.edu.my/id/eprint/3047

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