AbstractIn this work we introduce correlated random walks on Z. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is the fractional Brownian motion. We have to use two radically different models for both cases 12⩽H<1 and 0<H<12
Abstract. Continuous time random walks impose a random waiting time before each particle jump. Scali...
<p>Representation of the continuum of fractal processes, with: the two families of fractional Gaussi...
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spr...
Abstract. In this work we introduce correlated random walks on Z. When picking suitably at random th...
In this study, we mainly propose an algorithm to generate correlated random walk converging to fract...
In this study, we first discretize the fractional Brownian motion in time and observe multivariate G...
The application of fractional Brownian Motion (fBm) has drawn a lot of attention in a large number o...
Herein we develop a dynamical foundation for fractional Brownian motion. A clear relation is establi...
The goal of this paper is to establish a relation between characteristic polynomials of N ×N GUE ran...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
Abstract. As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a ...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
SUMMARY Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation ...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
Abstract. Continuous time random walks impose a random waiting time before each particle jump. Scali...
<p>Representation of the continuum of fractal processes, with: the two families of fractional Gaussi...
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spr...
Abstract. In this work we introduce correlated random walks on Z. When picking suitably at random th...
In this study, we mainly propose an algorithm to generate correlated random walk converging to fract...
In this study, we first discretize the fractional Brownian motion in time and observe multivariate G...
The application of fractional Brownian Motion (fBm) has drawn a lot of attention in a large number o...
Herein we develop a dynamical foundation for fractional Brownian motion. A clear relation is establi...
The goal of this paper is to establish a relation between characteristic polynomials of N ×N GUE ran...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm) has been widely used fo...
Abstract. As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a ...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
SUMMARY Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation ...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
Abstract. Continuous time random walks impose a random waiting time before each particle jump. Scali...
<p>Representation of the continuum of fractal processes, with: the two families of fractional Gaussi...
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spr...
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