pith. sign in

arxiv: math/0301237 · v1 · submitted 2003-01-21 · 🧮 math.PR

Scaling Limit, Noise, Stability

classification 🧮 math.PR
keywords noiseslimitnoisescalingclassicalfunctionsleadnonclassical
0
0 comments X
read the original abstract

Linear functions of many independent random variables lead to classical noises (white, Poisson, and their combinations) in the scaling limit. Some singular stochastic flows and some models of oriented percolation involve very nonlinear functions and lead to nonclassical noises. Two examples are examined, Warren's `noise made by a Poisson snake' and the author's `Brownian web as a black noise'. Classical noises are stable, nonclassical are not. A new framework for the scaling limit is proposed. Old and new results are presented about noises, stability, and spectral measures.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.