Translator Disclaimer
Paper
7 May 2003 Stochastic processes with finite size scale invariance
Author Affiliations +
Proceedings Volume 5114, Noise in Complex Systems and Stochastic Dynamics; (2003) https://doi.org/10.1117/12.497411
Event: SPIE's First International Symposium on Fluctuations and Noise, 2003, Santa Fe, New Mexico, United States
Abstract
We present a theory of stochastic processes that are finite size scale invariant. Such processes are invariant under generalized dilations that operate on bounded ranges of scales and amplitudes. We recall here the theory of deterministic finite size scale invariance, and introduce an operator called Lamperti transform that makes equivalent generalized dilations and translations. This operator is then used to defined finite size scale invariant processes as image of stationary processes. The example of the Brownian motion is presented is some details to illustrate the definitions. We further extend the theory to the case of finite size scale invariant processes with stationary increments.
© (2003) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Pierre-Olivier Amblard, Pierre Borgnat, and Patrick Flandrin "Stochastic processes with finite size scale invariance", Proc. SPIE 5114, Noise in Complex Systems and Stochastic Dynamics, (7 May 2003); https://doi.org/10.1117/12.497411
PROCEEDINGS
12 PAGES


SHARE
Advertisement
Advertisement
Back to Top