Simulation of two-dimensional fractional Gaussian noise
type: Item
instance of: scholarly article
title: Simulation of two-dimensional fractional Gaussian noise
zbMATH Open document ID: 1044.60030
DOI: 10.1023/B:MCAP.0000012417.10460.03
author: Aleksi Penttinen
author: Jorma Virtamo
published in: Methodology and Computing in Applied Probability
publication date: 2004-05-27T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 65C50
zbMATH DE Number: 2069034
zbMATH Keywords: two-dimensional fractional Gaussian noise
zbMATH Keywords: long range dependence
zbMATH Keywords: process simulation
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
full work available at URL: b:mcap.0000012417.10460.03
OpenAlex ID: W2008200748
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description: scientific article; zbMATH DE number 2069034