Simulation of two-dimensional fractional Gaussian noise

DOI10.1023/B:MCAP.0000012417.10460.03MaRDI QIDQ1431347zbMATH OpenOpenAlexFDO

Authors Aleksi Penttinen, Jorma Virtamo

Publication date 27 May 2004

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:mcap.0000012417.10460.03

zbMATH Keywords

long range dependenceprocess simulationtwo-dimensional fractional Gaussian noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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Cited in

(4)

• On fast generation of fractional Gaussian noise
• Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
• A queueing analysis of max-min fairness, proportional fairness and balanced fairness
• Two-step simulation of slat noise

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