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- W2014748265 abstract "Studies of storage capacity of reservoirs lead to the problem of discussing the Hurst phenomenon. In this paper, Hurst's theoretical argument is extended to the case of Markovian inputs. It is shown that processes with a Markovian correlation structure preserve the Hurst phenomenon as a long-term transient effect. Other works on the Hurst phenomenon are briefly discussed. The exact distribution of Hurst's conditioned range is also presented." @default.
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- W2014748265 date "1978-04-01" @default.
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- W2014748265 title "Markovian inputs and the Hurst phenomenon" @default.
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- W2014748265 doi "https://doi.org/10.1016/0022-1694(78)90094-x" @default.
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