Statements (24)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:stochastic_process
|
gptkbp:characteristic |
exp(-t|u|)
|
gptkbp:distributedBy |
gptkb:Cauchy_distribution
|
gptkbp:hasAlphaParameter |
1
|
gptkbp:hasApplication |
gptkb:signal_processing
finance physics |
gptkbp:hasIndependentIncrements |
true
|
gptkbp:hasInfiniteActivity |
true
|
gptkbp:hasNoFiniteMean |
true
|
gptkbp:hasNoFiniteVariance |
true
|
gptkbp:hasSpecialCase |
symmetric alpha-stable process
|
gptkbp:hasStationaryIncrements |
true
|
https://www.w3.org/2000/01/rdf-schema#label |
Cauchy process
|
gptkbp:isMarkovProcess |
true
|
gptkbp:isPureJumpProcess |
true
|
gptkbp:isSelfSimilar |
true
|
gptkbp:isStableProcess |
true
|
gptkbp:namedAfter |
gptkb:Augustin-Louis_Cauchy
|
gptkbp:selfSimilarityIndex |
1
|
gptkbp:type |
gptkb:stochastic_process
|
gptkbp:bfsParent |
gptkb:Lévy_process_L_t
gptkb:Lévy_processes |
gptkbp:bfsLayer |
6
|