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Record W3200749879 · doi:10.1214/21-ejp689

On discrete-time self-similar processes with stationary increments

2021· article· en· W3200749879 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueElectronic Journal of Probability · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsMathematicsType (biology)Discrete time and continuous timeScalingDegenerate energy levelsFunction (biology)Pure mathematicsMathematical analysisStatistical physicsStatisticsGeometry

Abstract

fetched live from OpenAlex

In this paper we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling function of such a process may not take the form of a power function b(a)=aH. More precisely, its scaling function can belong to one of three types, among which one type is degenerate, one type has a continuous-time counterpart, while the other type is new and unique for the discrete-time setting. We then focus on this last type of processes, construct two classes of examples, and prove a special spectral representation result for the processes of this type. We also derive basic properties of discrete-time self-similar processes with stationary increments of different types.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.087
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.010
GPT teacher head0.196
Teacher spread0.186 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it