Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
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-wor...
Main Authors: | J. M. Lilly, A. M. Sykulski, J. J. Early, S. C. Olhede |
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Format: | Article |
Language: | English |
Published: |
Copernicus Publications
2017-08-01
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Series: | Nonlinear Processes in Geophysics |
Online Access: | https://www.nonlin-processes-geophys.net/24/481/2017/npg-24-481-2017.pdf |
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