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Talk:Fractional Brownian motion

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Feel free to leave me any messages, comments, remarks, objections. :)

sebastien 02:29, 15 Mar 2005 (UTC)

Great start. Wouldn't it be more accurate though to say that the increment process ($B^H_t - B^H_{t-1}$) has LRD though? Anything to say on the subject of fractional Gaussian noise? --Richard Clegg 01:08, 13 March 2006 (UTC)[reply]
The sentence "(the value is the same for any s)" is of course nonsense. It has the same distribution for any s, but not the same value. I don't know what fractional Gaussian noise is, but it is probably some version of the stationary process $s \mapsto B(t+s)-B(s)$. GaborPete (talk) 17:31, 22 June 2024 (UTC)[reply]


Could you please explain in more detail how you have simulated the fractional brownian motion? --92.41.181.105 (talk) 10:01, 17 January 2009 (UTC)[reply]

I don't think Fractional brownian motion of order n needs to be a separate article. It seems to be based off of one paper (the one linked in the article) and could easily be merged into Fractional Brownian motion. Sarahj2107 (talk) 15:09, 4 April 2014 (UTC)[reply]

As this has been open since April and there has been unanimous support to merging, I have gone ahead and performed the merge as requested on my talk page. If anyone objects just let me know. Also, if anyone has a problem with where I put the merged text feel free to move it. Sarahj2107 (talk) 09:32, 23 November 2014 (UTC)[reply]

Your merge looks good to me, thanks. --Mark viking (talk) 20:26, 23 November 2014 (UTC)[reply]

Method 2 simulation

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A citation was needed for the hypergeometric representation of fBm. The following is appropriate: L. DECREUSEFOND AND A. U¨ STUNEL, Stochastic analysis of the fractional Brownian motion, Potential Analysis, 10 (1997), pp. 177–214. — Preceding unsigned comment added by 76.182.126.105 (talk) 15:20, 7 March 2015 (UTC)[reply]