Higher Order Fractional Stable Motion: Hyperdiffusion with Heavy Tails

We introduce the class of higher order fractional stable motions that can exhibit hyperdiffusive spreading with heavy tails. We define the class as a generalization of higher order fractional Brownian motion as well as a generalization of linear fractional stable motions. Higher order fractional sta...

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Veröffentlicht in:	Journal of statistical physics 2016-10, Vol.165 (1), p.126-152
1. Verfasser:	Kawai, Reiichiro
Format:	Artikel
Sprache:	eng
Schlagworte:	Codification Diffusion rate Error analysis Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Sampling Self-similarity Statistical Physics and Dynamical Systems Theoretical
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