Singularity spectra of fractional Brownian motions as a multi-fractal

DOI10.1016/S0960-0779(03)00187-5zbMath1068.60095MaRDI QIDQ1432950

Seunghwan Kim, Tae Sik Kim

Publication date: 1 July 2004

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Fractals (28A80)

Cites Work

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• On the wavelet analysis for multifractal sets
• Signal detection in fractional Gaussian noise

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