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Added by Arxiv Bot | Added: 2026-03-02 18:01 | Views: 1 | Source: arXiv Dataset IDs (Model)

Optimal approximations of power-laws with exponentials

Authors	Thierry Bochud, Damien Challet
Categories	physics.data-an cond-mat.stat-mech physics.soc-ph q-fin.ST
ArXiv ID	physics/0605149
URL	https://arxiv.org/abs/physics/0605149

Abstract

We propose an explicit recursive method to approximate a power-law with a finite sum of weighted exponentials. Applications to moving averages with long memory are discussed in relationship with stochastic volatility models.

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    "abstract": "We propose an explicit recursive method to approximate a power-law with a\nfinite sum of weighted exponentials. Applications to moving averages with long\nmemory are discussed in relationship with stochastic volatility models.",
    "arxiv_id": "physics/0605149",
    "authors": [
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    "title": "Optimal approximations of power-laws with exponentials",
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