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Recent developments involving self-similar processes

Published online by Cambridge University Press:  01 July 2016

Mura S. Taqqu*
Affiliation:
(Cornell University)

Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Taqqu, M. S. (1979) Self-similar processes and related ultraviolet and infrared catastrophies. Technical Report No. 423. School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY 14853.Google Scholar
2. Mandelbrot, B. B. and Taqqu, M. S. (1979) Robustness against serial correlations. IBM Report, Thomas J. Watson Labs., P.O. Box 218, Yorktown Heights, NY 10598.Google Scholar
3. Taqqu, M. S. and Goldberg, J. B. (1979) Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables. Tech. Rep. No. 433, School of Operations Research and Industrial Engineering, Cornell University.Google Scholar