The following pages link to (Q4542778):
Displaying 4 items.
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble (Q317494) (← links)
- A random matrix approximation for the non-commutative fractional Brownian motion (Q501830) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- A remark on non-Markov property of a fractional Brownian motion (Q1775373) (← links)