MEASURING HURST EXPONENTS WITH THE FIRST RETURN METHOD

DOI10.1142/S0218348X94000740zbMath0937.60500OpenAlexW2123475322MaRDI QIDQ3841416

Knut Jørgen Måløy, Alex Hansen, Thor Engøy

Publication date: 30 January 2000

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x94000740

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Fractals (28A80)

Related Items (4)

Characteristic sign renewals of Kardar-Parisi-Zhang fluctuations ⋮ Diffusion and escape from polygonal channels: extreme values and geometric effects ⋮ Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls ⋮ Non-Gaussian behavior of reflected fractional Brownian motion

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