Abstract
Fractional Brownian motion is one of most cogent mathematical models for strongly correlated stochastic processes with self-similarity. In this article, we give a pedagogic introduction to this theory and investigate some of the statistical, geometric, and fractal properties of fractional Brownian motion and fractional Gaussian random fields. The connection between fractional Brownian motion and the renormalization group in statistical physics is emphasized.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
