تسجيل الدخول

تسجيل

Fractal Process

المؤلف:  von Seggern, D

المصدر:  CRC Standard Curves and Surfaces with Mathematica, 2nd ed. Boca Raton, FL: CRC Press, 2007

الجزء والصفحة:  ...

18-9-2021

1850

Fractal Process

A one-dimensional map whose increments are distributed according to a normal distribution. Let  and  be values, then their correlation is given by the Brown function

When ,  and the fractal process corresponds to one-dimensional Brownian motion. If , then  and the process is called a persistent process. If , then  and the process is called an antipersistent process.

REFERENCES:

von Seggern, D. CRC Standard Curves and Surfaces with Mathematica, 2nd ed. Boca Raton, FL: CRC Press, 2007.