2011
DOI: 10.5506/aphyspolb.42.2063
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Abstract: In this paper we investigate the dependence structure for Ornstein-Uhlenbeck process with tempered stable distribution that is natural extension of the classical Ornstein-Uhlenbeck process with Gaussian and α-stable behavior. However, for the α-stable models the correlation is not defined, therefore in order to compare the structure of dependence for Ornstein-Uhlenbeck process with tempered stable and α-stable distribution, we need another measures of dependence defined for infinitely divisible processes such … Show more

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Cited by 9 publications
(7 citation statements)
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References 12 publications
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“…It follows from general theory that metamorphoses of amplitude profiles occur in neighbourhoods of such points. The results obtained can be compared with our work on metamorphoses of 1 : 1 resonances in the effective equation [10].…”
Section: Summary and Discussionmentioning
confidence: 89%
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“…It follows from general theory that metamorphoses of amplitude profiles occur in neighbourhoods of such points. The results obtained can be compared with our work on metamorphoses of 1 : 1 resonances in the effective equation [10].…”
Section: Summary and Discussionmentioning
confidence: 89%
“…We shall refer to functions A (ω) as amplitude profiles or resonance curves. In a recent paper, we investigated metamorphoses of amplitude profiles induced by changes of control parameters in the case of 1 : 1 resonance [10]. In the present paper, we continue this approach studying metamorphoses of A (ω) for 1 : 3 resonance.…”
Section: Introductionmentioning
confidence: 91%
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“…= 0 [25]. In all these cases, 2D implicit curves defined by Equation (3) change their form at critical or singular points of the curve F(Ω, A; c) = 0.…”
Section: ∂F(ωa;c) ∂Amentioning
confidence: 98%
“…Direct comparison of the absorbance data suggests a clear substituent effect. The stronger donor substituent (such as DMA) results in a much stronger basicity of the azo moiety, which leads to an enhanced protonation to form the azonium band . On the other hand, the strong electron‐withdrawing substituent (such as CF 3 ) reduces the basicity of the chromophore and thus hinders the protonation process.…”
mentioning
confidence: 99%