Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the long range dependence of time-changed mixed fractional Brownian
  motion model   A time-changed mixed fractional Brownian motion is an iterated process
constructed as the superposition of mixed fractional Brownian motion and other
process. In this paper we consider mixed fractional Brownian motion of
parameters a, b and H\in(0, 1) time-changed by two processes, gamma and
tempered stable subordinators. We present their main properties paying main
attention to the long range dependence. We deduce that the fractional Brownian
motion time-changed by gamma and tempered stable subordinators has long range
dependence property for all H\in(0, 1).

17
The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
3
The categories of this paper are: physics
30
The categories of this paper are: q-alg
25
The categories of this paper are: patt-sol
9
The categories of this paper are: nlin
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th
24
The categories of this paper are: dg-ga
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th
13
The categories of this paper are: quant-ph
21
The categories of this paper are: adap-org