Publication:4938041
From MaRDI portal
zbMath1007.01020MaRDI QIDQ4938041
Publication date: 21 February 2000
fractional Brownian motion; Gaussian processes; long range dependence; fractal; multifractal; Hausdorff-Besicovitch dimension; self-affinity; 1/f noise; R/S analysis
60J65: Brownian motion
60J60: Diffusion processes
28A80: Fractals
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
01A75: Collected or selected works; reprintings or translations of classics
37A99: Ergodic theory
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