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New Methods for Simulation of Fractional Brownian Motion

โœ Scribed by Z.-M. Yin

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
278 KB
Volume
127
Category
Article
ISSN
0021-9991

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โœฆ Synopsis

approximation is good only if the frequency ( f ) is relatively large [14, pp. 155-158, 247]. Consequently, inaccuracy in

We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions simulation of fBm, resulting from the Fourier filtering widely used in geophysical and physical modeling, fractal image methods is inevitable (see [11, pp. 82-109] for general (landscape) simulating, and signal processing. The new algorithms, discussion). Besides, Felder [15, proposed an which are both accurate and efficient, allow us to generate not only a algorithm which is based on Mandelbrot and von Ness' one-dimensional fBm process, but also two-and three-dimensional work [2]. This algorithm can simulate accurately one-fBm fields.

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