On two-dimensional fractional Brownian motion and fractional Brownian random field

DOI10.1088/0305-4470/31/28/002MaRDI QIDQ3836057zbMATH OpenOpenAlexWikidataFDO

Authors Hong Qian, G. M. Raymond, J. B. Bassingthwaighte

Publication date 6 December 1999

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3137282

zbMATH Keywords

polymerself-similarstrongly correlated random walkstwo-dimensionaltwo-dimensional fractional Brownian random field

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(11)

• Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
• Anomalous spreading and misidentification of spatial random walk models
• On controllability of nonlinear stochastic systems
• Fractional Brownian motion and polymers: learning from each other
• Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise
• Fractal analysis of recurrence networks constructed from the two-dimensional fractional Brownian motions
• On the radius of self-repellent fractional Brownian motion
• Testing of two-dimensional Gaussian processes by sample cross-covariance function
• Two-dimensional Brownian motion with dependent components: turning angle analysis
• Modeling spatio-temporal transport: from rigid advection to realistic dynamics
• Scaling properties of weakly self-avoiding fractional Brownian motion in one dimension

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