Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
Abstract. Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, …