A New Class of Second Order Self-Similar Processes

  • A. GefferthNI, D. VeitchIy, I. RuzsaHz, I. MariczaN, S. MolnárN
  • Published 2007


Self-similarity in discrete second-order stationary processes is defined as a fixed point of a renormalisation operator consisting of aggregation normalised by the variance, rather than by the traditional power-law factor. This broader definition reveals a new class of self-similar processes.

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Cite this paper

@inproceedings{GefferthNI2007ANC, title={A New Class of Second Order Self-Similar Processes}, author={A. GefferthNI and D. VeitchIy and I. RuzsaHz and I. MariczaN and S. Moln{\'a}rN}, year={2007} }