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A fractal process for which H>1/2, so r>0.

A fractal process for which H<1/2, so r<0.

A one-dimensional map whose increments are distributed according to a normal distribution. Let y(t-Deltat) and y(t+Deltat) be values, then their correlation is given by the ...

Doob (1996) defines a stochastic process as a family of random variables {x(t,-),t in J} from some probability space (S,S,P) into a state space (S^',S^'). Here, J is the ...

A random process whose future probabilities are determined by its most recent values. A stochastic process x(t) is called Markov if for every n and t_1<t_2...<t_n, we have ...

A spatial point process is a point process which models data that is localized at a discrete set of locations in space or, more specifically, on a plane.

The process used to generate an expression for a covariant in the first degree of any one of the equivalent sets of coefficients for a curve.

A continuous-time stochastic process W(t) for t>=0 with W(0)=0 and such that the increment W(t)-W(s) is Gaussian with mean 0 and variance t-s for any 0<=s<t, and increments ...

There are a number of point processes which are called Hawkes processes and while many of these notions are similar, some are rather different. There are also different ...

A point process is a probabilistic model for random scatterings of points on some space X often assumed to be a subset of R^d for some d. Oftentimes, point processes describe ...