# Characterization of self-similarity properties of turbulence in magnetized plasmas

## Related Articles

- On the infinite divisibility of squared Gaussian processes. Eisenbaum, Nathalie // Probability Theory & Related Fields;2003, Vol. 125 Issue 3, p381
We show that fractional Brownian motions with index in (0,1] satisfy a remarkable property: their squares are infinitely divisible. We also prove that a large class of Gaussian processes are sharing this property. This property then allows the construction of two-parameters families of processes...

- Scanning Brownian processes. Adler, Robert J.; Pyke, Ron // Advances in Applied Probability;Jun97, Vol. 29 Issue 2, p295
Describes how a Gaussian random field is obtained by associating a random field with the value of a set-indexed Brownian motion on the translate of some scanning set. Definition of quadratic variation; Examination of the validity of assumptions made; Application of convex polygons.

- Non-Gaussian density processes arising from non-poisson... Feldman, Raisa E.; Iyer, Srikanth K. // Journal of Applied Probability;Mar1998, Vol. 35 Issue 1, p213
Studies a Gaussian distribution-valued process, the Brownian density process. How the appropriate change in the initial distribution of the infinite particle system, the limiting density is non-Gaussian; Results of the study.

- Multiple points of trajectories of multiparameter fractional Brownian motion. Talagrand, Michel // Probability Theory & Related Fields;1998, Vol. 112 Issue 4, p545
Consider 0<Î±<1 and the Gaussian process Y(t) on â„[sup N] with covariance E(Y(s)Y(t))=|t|[sup 2Î±] +|s|[sup 2Î±] -|t-s|[sup 2Î±] , where |t| is the Euclidean norm of t. Consider independent copies X[sup 1] ,â€¦,X[sup d] of Y andâ£the process X(t)=(X[sup 1] (t),â€¦,X[sup...

- Stochastic analysis, rough path analysis and fractional Brownian motions. Coutin, Laure; Qian, Zhongmin // Probability Theory & Related Fields;2002, Vol. 122 Issue 1, p108
In this paper we show, by using dyadic approximations, the existence of a geometric rough path associated with a fractional Brownian motion with Hurst parameter greater than 1/4. Using the integral representation of fractional Brownian motions, we furthermore obtain a Skohorod integral...

- A Special Case of Wealth Motion. Stoynov, P. // Journal of Mathematical Sciences;Jun2004, Vol. 121 Issue 5, p2692
Considers a simple model for wealth change, called the Homogeneous General Wealth Motion Model. Formulation and proof of a result about the boundary for the probability of default for the Brownian motion with returns to zero; Other models describing a change in wealth; Determination of the...

- GEOMETRICAL BROWNIAN MOTION DRIVEN BY COLOR NOISE. Zygadlo, Ryszard // Acta Physica Polonica B;2008, Vol. 39 Issue 5, p1283
The geometrical Brownian motion driven by Gaussian or dichotomous color noise is considered. The ordinary Malthusian evolution is observed for long times, however the initial values seem lowered and additionally, in the case of dichotomous noise, the rate of growth is decreased. In the latter...

- Exit problems associated with affine reflection groups. Doumerc, Yan; Moriarty, John // Probability Theory & Related Fields;Nov2009, Vol. 145 Issue 3/4, p351
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in terms of Pfaffians. Expected exit times are derived in the type $${\widetilde{A}}$$ case. The results extend to other...

- Right inverses of LÃ©vy processes and stationary stopped local times. Evans, Steven N. // Probability Theory & Related Fields;2000, Vol. 118 Issue 1, p37
If X is a symmetric LÃ©vy process on the line, then there exists a non-decreasing, cÃ dlÃ g process H such that X(H(x)) = x for all x >= 0 if and only if X is recurrent and has a non-trivial Gaussian component. The minimal such H is a subordinator K. The law of K is identified and shown to...