Abstract

In this paper, a synthesis method, which is based on variable-order fractional operators, for multifractional Gaussian noises (mGn) is proposed by studying the relationship of white Gaussian noise (wGn), mGn, and multifractional Brownian motion (mBm). Furthermore, a synthesis method for multifractional α ‐ stable processes, the generalization of mGn, is proposed in order to more accurately characterize the processes with local scaling characteristics and heavy tailed distributions. Synthetic examples of mGn and multifractional α ‐ stable noises are provided for illustration.

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