Spectral representation of fractional Brownian motion in n dimensions and its properties (Q4859767): Difference between revisions

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Revision as of 17:45, 5 March 2024

scientific article; zbMATH DE number 830259
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English
Spectral representation of fractional Brownian motion in n dimensions and its properties
scientific article; zbMATH DE number 830259

    Statements

    Spectral representation of fractional Brownian motion in n dimensions and its properties (English)
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    12 March 1996
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    Brownian motion
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    fractal dimension
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    Fourier transform
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    Wiener process
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    Wigner-Ville power spectrum
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    wavelet transform
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    fractional Gaussian noise
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    Identifiers