On the fractional weibull process

被引：2

作者：

Deng, Wujin ^{[1
]}

Song, Wanqing ^{[1
]}

Cattani, Carlo ^{[2
]}

Chen, Jianxue ^{[1
]}

Chen, Xiaolong ^{[1
]}

机构：

[1] Shanghai Univ Engn Sci, Sch Elect & Elect Engn, Shanghai, Peoples R China

[2] Univ Tuscia, Engn Sch, DEIM, Viterbo, Italy

来源：

FRONTIERS IN PHYSICS | 2022年 / 10卷

关键词：

self-similarity; long range dependence; fractional Weibull distribution; fractional Weibull process; random walk; BROWNIAN-MOTION;

D O I：

10.3389/fphy.2022.790791

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Engineering applications of the fractional Weibull distribution (fWd) are quite limited because a corresponding stochastic process is not yet constituted and completely analyzed of fundamental properties. In order to fill this gap, the fractional Weibull process (fWp) is defined in this paper with the realization algorithm. The self-similarity property as well as long range dependence (LRD) are proven for the future research. The simulation is conducted by the actual data. The fWd is utilized to fit the actual probability distribution and the corresponding process is generated to reflect the stochasticity of the data. The random walk based on the fWp expands the simulation to the planar space.

引用

页数：12

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