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Results tagged with brownian-motion
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user 82093
Brownian motion is the random motion of particles (eg atoms) that make up a gas. The math used to model Brownian motion is sometimes used in statistics to describe stochastic processes over time.
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Why is generating fractional Brownian motion (fBm) so complicated?
An fBm is characterized by a power spectrum $P(f) = Cf^{-(2H + 1)}$ with $0 < H < 1$ being the Hurst parameter. Why can't I just take the square root of the power spectrum $P(f) = Cf^{-\alpha}$, mult …
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