Benoît Mandelbrot and fractional Brownian motion

DOI10.1214/12-STS389zbMath1332.60008arXiv1302.5237MaRDI QIDQ254347

Murad S. Taqqu

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.5237

zbMATH Keywords

self-similarity; long memory; long-range dependence; Benoît Mandelbrot; Hurst statistic

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

01A60: History of mathematics in the 20th century

01A70: Biographies, obituaries, personalia, bibliographies

60-03: History of probability theory

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