The concept of varying-time dimension is presented and the original fractional Brownianmotion model is extended to be a locally self-similarity stochastic process.
提出了时变维数的概念,对原有分数布朗运动模型加以拓展,使其成为具有局部自相似性的随机过程。
2
Fractional Gaussian Noise (FGN) is the increment process of fractional Brownianmotion, they are widely used in modelling self-similar process.
分形高斯噪声fgn是分形布朗运动的增量过程,广泛应用于自相似过程的建模分析。
3
Thesis shows that the insulator surface pollution process has matter with Brownianmotion, the air drag force, turbulent diffusion, gravity.