<p>Representation of the continuum of fractal processes, with: the two families of fractional Gaussian noise and fractional Brownian motion, the typical correlation and diffusion properties characterizing the two types of processes, and the associated <i>H</i> exponents.</p
Brownian motion, fractional Brownian motion (fBm) and Levy motion are stochastic processes with stat...
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled b...
Fractals have been shown to be useful in characterizing texture in a variety of contexts. Use of thi...
This review first gives an overview on the concept of fractal geometry with definitions and explanat...
The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noi...
In this work, we analyze two important stochastic processes, the fractional Brownian motion and frac...
Abstract. In this work we introduce correlated random walks on Z. When picking suitably at random th...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
Summarization: The fractional Gaussian noise (fGn) and fractional Brownian motion (fBm) random field...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractWe construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fra...
In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range d...
In this paper we investigate the characteristics of the images relevant to fractal profiles: in part...
Brownian motion, fractional Brownian motion (fBm) and Levy motion are stochastic processes with stat...
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled b...
Fractals have been shown to be useful in characterizing texture in a variety of contexts. Use of thi...
This review first gives an overview on the concept of fractal geometry with definitions and explanat...
The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noi...
In this work, we analyze two important stochastic processes, the fractional Brownian motion and frac...
Abstract. In this work we introduce correlated random walks on Z. When picking suitably at random th...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
Summarization: The fractional Gaussian noise (fGn) and fractional Brownian motion (fBm) random field...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractWe construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fra...
In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range d...
In this paper we investigate the characteristics of the images relevant to fractal profiles: in part...
Brownian motion, fractional Brownian motion (fBm) and Levy motion are stochastic processes with stat...
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled b...
Fractals have been shown to be useful in characterizing texture in a variety of contexts. Use of thi...