Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields
type: Item
instance of: scholarly article
title: Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields
zbMATH Open document ID: 1065.60052
author: Yanyan Li
published in: Stochastic Environmental Research and Risk Assessment
publication date: 2004-10-28T00:00:00Z
review text: The article deals with the fractional Gaussian noise (fGn) and fractional Brownian motion (fBm) random field models. The permissible range and the relations between different fractal exponents used to characterize these processes are discussed. The spectral representations of covariance function and the structure function are treated in detail.
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G12
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 2111738
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: fractional Gaussian noise
zbMATH Keywords: self-affine
zbMATH Keywords: Hurst exponent
zbMATH Keywords: covariance
zbMATH Keywords: structure function
reviewed by: Nikolai N. Leonenko
MaRDI profile type: Publication
full work available at URL: s00477-003-0126-8
OpenAlex ID: W2077681836
DOI: 10.1007/S00477-003-0126-8
description: scientific article; zbMATH DE number 2111738