Analytical representation of Gaussian processes in the A-T plane.
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DOI: 10.1103/physreve.100.062144
Abstract: Closed-form expressions, parametrized by the Hurst exponent H and the length n of a time series, are derived for paths of fractional Brownian motion (fBm) and fractional Gaussian noise (fGn) in the A-T plane, composed… read more here.
Keywords: plane; representation gaussian; form; gaussian processes ... See more keywords