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Fractional Brownian Motions and Fractional Gaussian Noises

Authors :
Benoit B. Mandelbrot
Source :
Encyclopedia of Statistical Sciences
Publication Year :
2014
Publisher :
Wiley, 2014.

Subjects

Subjects :
Physics
symbols.namesake
Fractional Brownian motion
Gaussian
symbols
Statistical physics
Brownian motion

Details

Database :
OpenAIRE
Journal :
Wiley StatsRef: Statistics Reference Online
Accession number :
edsair.doi.dedup.....982bf9eea8817d27b4b00165408105bf
Full Text :
https://doi.org/10.1002/9781118445112.stat03415
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