{"id":"https://openalex.org/W4255317718","doi":"https://doi.org/10.1017/s0021900200009207","title":"Hurst Index of Functions of Long-Range-Dependent Markov Chains","display_name":"Hurst Index of Functions of Long-Range-Dependent Markov Chains","publication_year":2012,"publication_date":"2012-06-01","ids":{"openalex":"https://openalex.org/W4255317718","doi":"https://doi.org/10.1017/s0021900200009207"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200009207","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009207","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071728146","display_name":"Barlas O\u011fuz","orcid":null},"institutions":[{"id":"https://openalex.org/I95457486","display_name":"University of California, Berkeley","ror":"https://ror.org/01an7q238","country_code":"US","type":"education","lineage":["https://openalex.org/I95457486"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Barlas O\u011fuz","raw_affiliation_strings":["University of California, Berkeley"],"affiliations":[{"raw_affiliation_string":"University of California, Berkeley","institution_ids":["https://openalex.org/I95457486"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013689450","display_name":"Venkat Anantharam","orcid":"https://orcid.org/0000-0002-6214-7927"},"institutions":[{"id":"https://openalex.org/I95457486","display_name":"University of California, Berkeley","ror":"https://ror.org/01an7q238","country_code":"US","type":"education","lineage":["https://openalex.org/I95457486"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Venkat Anantharam","raw_affiliation_strings":["University of California, Berkeley"],"affiliations":[{"raw_affiliation_string":"University of California, Berkeley","institution_ids":["https://openalex.org/I95457486"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5013689450","https://openalex.org/A5071728146"],"corresponding_institution_ids":["https://openalex.org/I95457486"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.32146408,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"49","issue":"02","first_page":"451","last_page":"471"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10591","display_name":"Theoretical and Computational Physics","score":0.9915000200271606,"subfield":{"id":"https://openalex.org/subfields/3104","display_name":"Condensed Matter Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.88113933801651},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7436666488647461},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.623989462852478},{"id":"https://openalex.org/keywords/additive-markov-chain","display_name":"Additive Markov chain","score":0.5951550602912903},{"id":"https://openalex.org/keywords/markov-renewal-process","display_name":"Markov renewal process","score":0.5677133202552795},{"id":"https://openalex.org/keywords/markov-property","display_name":"Markov property","score":0.5499831438064575},{"id":"https://openalex.org/keywords/aperiodic-graph","display_name":"Aperiodic graph","score":0.5332033038139343},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.47773072123527527},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.43038955330848694},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4230192303657532},{"id":"https://openalex.org/keywords/discrete-phase-type-distribution","display_name":"Discrete phase-type distribution","score":0.4181331992149353},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.41647934913635254},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.4160749614238739},{"id":"https://openalex.org/keywords/variable-order-markov-model","display_name":"Variable-order Markov model","score":0.4132079780101776},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4126013517379761},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.3913380205631256},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37069761753082275},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.1765943467617035}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.88113933801651},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7436666488647461},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.623989462852478},{"id":"https://openalex.org/C96810086","wikidata":"https://www.wikidata.org/wiki/Q17003273","display_name":"Additive Markov chain","level":5,"score":0.5951550602912903},{"id":"https://openalex.org/C163540672","wikidata":"https://www.wikidata.org/wiki/Q1115431","display_name":"Markov renewal process","level":5,"score":0.5677133202552795},{"id":"https://openalex.org/C189973286","wikidata":"https://www.wikidata.org/wiki/Q176695","display_name":"Markov property","level":4,"score":0.5499831438064575},{"id":"https://openalex.org/C104247578","wikidata":"https://www.wikidata.org/wiki/Q4779368","display_name":"Aperiodic graph","level":2,"score":0.5332033038139343},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.47773072123527527},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.43038955330848694},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4230192303657532},{"id":"https://openalex.org/C130359071","wikidata":"https://www.wikidata.org/wiki/Q5282057","display_name":"Discrete phase-type distribution","level":5,"score":0.4181331992149353},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.41647934913635254},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.4160749614238739},{"id":"https://openalex.org/C54907487","wikidata":"https://www.wikidata.org/wiki/Q7915688","display_name":"Variable-order Markov model","level":4,"score":0.4132079780101776},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4126013517379761},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.3913380205631256},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37069761753082275},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.1765943467617035},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/s0021900200009207","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009207","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W2033640179","https://openalex.org/W2046626702","https://openalex.org/W2060539744","https://openalex.org/W2098293598","https://openalex.org/W2100011707","https://openalex.org/W2115122866","https://openalex.org/W2155973165"],"related_works":["https://openalex.org/W3166133680","https://openalex.org/W2068124751","https://openalex.org/W4379794419","https://openalex.org/W3022658609","https://openalex.org/W2159877461","https://openalex.org/W1560931929","https://openalex.org/W2987631717","https://openalex.org/W2319591558","https://openalex.org/W4256241332","https://openalex.org/W2041561147"],"abstract_inverted_index":{"A":[0],"positive":[1],"recurrent,":[2],"aperiodic":[3],"Markov":[4,50],"chain":[5,51,72],"is":[6,21],"said":[7],"to":[8],"be":[9],"long-range":[10,68],"dependent":[11],"(LRD)":[12],"when":[13],"the":[14,29,41,49,61,64,71],"indicator":[15],"function":[16,62],"of":[17,43,48,67],"a":[18],"particular":[19],"state":[20,35],"LRD.":[22],"This":[23],"happens":[24],"if":[25,28],"and":[26,88],"only":[27],"return":[30],"time":[31],"distribution":[32],"for":[33],"that":[34],"has":[36,63],"infinite":[37],"variance.":[38],"We":[39,56,74],"investigate":[40],"question":[42],"whether":[44],"other":[45],"instantaneous":[46],"functions":[47],"also":[52],"inherit":[53],"this":[54],"property.":[55],"provide":[57],"conditions":[58],"under":[59],"which":[60],"same":[65],"degree":[66],"dependence":[69],"as":[70],"itself.":[73],"illustrate":[75],"our":[76],"results":[77],"through":[78],"three":[79],"examples":[80],"in":[81],"diverse":[82],"fields:":[83],"queueing":[84],"networks,":[85],"source":[86],"compression,":[87],"finance.":[89]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}