非整数ブラウン運動
1. Fractional Brownian motionIn probability theory, a normalized fractional Brownian motion (fBm), also called a fractal Brownian motion, is a continuous-time Gaussian process BH(t) on [0, T 0, T], which starts at zero, has expectation zero for all t in [0, T 0, T], and has the following covariance function: where H is a real number in (0, 1), called the Hurst index or Hurst parameter associated with the fractional Brownian motion.
Read “Fractional Brownian motion” on English Wikipedia
Read “非整数ブラウン運動” on Japanese Wikipedia
Read “Fractional Brownian motion” on DBpedia
Read “Fractional Brownian motion” on English Wikipedia
Read “非整数ブラウン運動” on Japanese Wikipedia
Read “Fractional Brownian motion” on DBpedia
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