Fractal dimension for Gaussian colored processes
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
04/05/2010
|
| Resumo |
The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noise in n-dimensional space is obtained. The fractal dimension solely depends on the time behavior of the arbitrary correlation function of the noise, ranging from DX=1 for Orstein-Uhlenbeck input noise to any real number greater than 1 for fractional Brownian motions. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
The American Physical Society |
| Direitos |
(c) The American Physical Society, 1990 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Fluctuacions (Física) #Distribució (Teoria de la probabilitat) #Fluctuations (Physics) #Probability theory |
| Tipo |
info:eu-repo/semantics/article |
