Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm

DOI10.1016/S0378-4371(02)00778-1zbMath0996.60091OpenAlexW2064557780MaRDI QIDQ1605802

Donald R. McGaughey, G. J. M. Aitken

Publication date: 24 July 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00778-1

zbMATH Keywords

Gaussian noisecorrelation functionsecond partial derivative

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Related Items (5)

Hurst exponent estimation of fractional surfaces for mammogram images analysis ⋮ Multifractal detrended moving average analysis for texture representation ⋮ Fault classification via energy based features of two-dimensional image data ⋮ Permutation entropy of fractional Brownian motion and fractional Gaussian noise ⋮ AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION

Cites Work

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• Fractal geometry: what is it, and what does it do?
• Fractional Brownian Motions, Fractional Noises and Applications

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