Citation
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 Full text not available from this repository.
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 |
| URII: | http://shdl.mmu.edu.my/id/eprint/1995 |
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