Fast synthesis of persistent fractional Brownian motion

DOI10.1145/2133390.2133395MaRDI QIDQ4635189zbMATH OpenOpenAlexFDO

Authors Pedro R. M. Inácio, Mário M. Freire, Manuela Pereira, Paulo P. Monteiro

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2133390.2133395

zbMATH Keywords

long-range dependencefractional Brownian motionHurst parameterpersistenceself-similarityfractional Gaussian noisegeneration algorithmcomputer-based simulation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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