Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields (Q1885397)
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scientific article; zbMATH DE number 2111738
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| English | Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields |
scientific article; zbMATH DE number 2111738 |
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Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields (English)
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28 October 2004
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The article deals with the fractional Gaussian noise (fGn) and fractional Brownian motion (fBm) random field models. The permissible range and the relations between different fractal exponents used to characterize these processes are discussed. The spectral representations of covariance function and the structure function are treated in detail.
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fractional Brownian motion
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fractional Gaussian noise
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self-affine
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Hurst exponent
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covariance
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structure function
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0.7543282508850098
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0.7359523177146912
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0.7215441465377808
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