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Kesten Process
A Kesten Process is mathematical description of the evolution of some variable X(t) over time such that its value at time=t+1 is given as X(t+1) = aX(t) + b. Importantly, a and b are random variables with positive means (typically, the mean value of a is less than 1) resulting in nontrivial, intermittent behavior of the variable X(t). {Sornette D (1998) Physica A 250:295-314}
Other categories referring to Kesten Process
Revisions: 1
Last Time: 2/26/2020 11:17:51 AM
Reviewer: Tom Morse - MoldelDB admin
Owner: Tom Morse - MoldelDB admin