Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields

DOI10.1007/S00477-003-0126-8MaRDI QIDQ1885397zbMATH OpenOpenAlexFDO

Authors Yanyan Li, Dionisios T. Hristopulos

Publication date 28 October 2004

Published in Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00477-003-0126-8

zbMATH Keywords

covariancefractional Brownian motionfractional Gaussian noiseHurst exponentself-affinestructure function

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18) Random fields (60G60)

Review text

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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Cited in

(4)

• Random motion on simple graphs
• Fractional stochastic partial differential equation for random tangent fields on the sphere
• On the fourth-order structure function of a fractal process
• Transient response prediction of vibro-impact systems excited by fractional Gaussian noise via the memory-dependent FPK equation

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