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Fractional Brownian Motion Analogues of Three Properties of Poisson Processes

By Peter Rabinovitch

Abstract

We discuss fractional Brownian motion (fBm) analogues of the thinning, merging and uniformity of arrivals properties of Poisson processes

Year: 2007
OAI identifier: oai:CiteSeerX.psu:10.1.1.18.5196
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