Abstract
In this paper, the classical Lévy flights are generalized, their jumps being replaced by more involved “pulses.” This generates a wide family of selfaffine random functions. Their versatility makes them useful in modeling. Their structure throws new conceptual light on the difficult issue of global statistical dependence, especially in the case of processes with infinite variance.
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© 1995 Springer-Verlag
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Mandelbrot, B.B. (1995). Introduction to fractal sums of pulses. In: Shlesinger, M.F., Zaslavsky, G.M., Frisch, U. (eds) Lévy Flights and Related Topics in Physics. Lecture Notes in Physics, vol 450. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-59222-9_29
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DOI: https://doi.org/10.1007/3-540-59222-9_29
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Online ISBN: 978-3-540-49225-2
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