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原文連結
論文資訊
- 類型：已發表論文
- 日期：2010
摘要
The alpha-stable distributions introduced by Leacutevy play an important role in probabilistic theoretical studies and their various applications, e.g., in 統計 physics, life sciences, and 經濟s. In the present paper we study sequences of long-range dependent random variables whose distributions have asymptotic power-law decay, and which are called (q,alpha)-stable distributions. These sequences are generalizations of independent and identically distributed alpha-stable distributions and have not been previously studied. Long- range dependent (q,alpha)-stable distributions might arise in the description of anomalous processes in nonextensive 統計 mechanics, cell biology, finance. The parameter q controls dependence. If q=1 then they are classical independent and identically distributed with alph
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