Fast synthesis of persistent fractional Brownian motion (Q4635189)
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scientific article; zbMATH DE number 6859986
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fast synthesis of persistent fractional Brownian motion |
scientific article; zbMATH DE number 6859986 |
Statements
Fast synthesis of persistent fractional Brownian motion (English)
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16 April 2018
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computer-based simulation
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fractional Brownian motion
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fractional Gaussian noise
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generation algorithm
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Hurst parameter
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long-range dependence
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persistence
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self-similarity
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0.7782183289527893
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0.7529128193855286
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0.7481533288955688
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0.7470858693122864
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0.7469146251678467
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