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Simulation of two-dimensional fractional Gaussian noise - MaRDI portal

Simulation of two-dimensional fractional Gaussian noise (Q1431347)

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scientific article; zbMATH DE number 2069034
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Simulation of two-dimensional fractional Gaussian noise
scientific article; zbMATH DE number 2069034

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    Simulation of two-dimensional fractional Gaussian noise (English)
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    27 May 2004
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    Fractional Brownian surfaces have frequently been used to model various physical processes and to generate artificial landscapes. The authors study a closely related process, called two-dimensional fractional Gaussian noise, and present a method for generating realizations of this process using an approximate conditioning approach, motivated by results from the corresponding one-dimensional process applied in teletraffic modeling.
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    two-dimensional fractional Gaussian noise
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    long range dependence
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    process simulation
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