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Indicator fractional stable motions

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Indicator fractional stable motions
2.	Creator	Author's name, affiliation, country	Paul H Jung; Sogang University
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	fractional Brownian motion; random walk in random scenery; random reward schema; local time fractional stable motion; self-similar process; stable process
3.	Subject	Subject classification	60G52; 60G22; 60G18
4.	Description	Abstract	Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely fractional Brownian motions with $1/2 < H < 1$. Motivated by random walks in alternating scenery, we find a complementary family of symmetric $\alpha$-stable motions which we call indicator fractional stable motions. These processes are complementary to local time fractional stable motions in that when $\alpha=2$, one gets fractional Brownian motions with $0 < H < 1/2$.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Research supported in part by Sogang University Research Grant 200910039
7.	Date	(YYYY-MM-DD)	2011-03-27
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1611
10.	Identifier	Digital Object Identifier	10.1214/ECP.v16-1611
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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