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Model-free stochastic processes studied with \(q\)-wavelet-based informational tools. (English) Zbl 1203.94020
Summary: We undertake a model-free investigation of stochastic processes employing \(q\)-wavelet based quantifiers, that constitute a generalization of their Shannon counterparts. It is shown that (i) interesting physical information becomes accessible in such a way, (ii) for special \(q\) values the quantifiers are more sensitive than the Shannon ones and (iii) there exist an implicit relationship between the Hurst parameter \(H\) and \(q\) within this wavelet framework.

MSC:
94A11 Application of orthogonal and other special functions
60G99 Stochastic processes
42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems
Software:
longmemo
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