Benoît Mandelbrot and fractional Brownian motion (Q254347)

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Benoît Mandelbrot and fractional Brownian motion
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    Benoît Mandelbrot and fractional Brownian motion (English)
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    8 March 2016
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    long-range dependence
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    long memory
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    self-similarity
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    Hurst statistic
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    Benoît Mandelbrot
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