CORE
🇺🇦
make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
research
A weighted random walk approximation to fractional Brownian motion
Authors
Tom Lindstrøm
Publication date
1 January 2007
Publisher
Matematisk Institutt, Universitetet i Oslo
Abstract
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk
Similar works
Full text
Open in the Core reader
Download PDF
Available Versions
NORA - Norwegian Open Research Archives
See this paper in CORE
Go to the repository landing page
Download from data provider
oai:www.duo.uio.no:10852/10517
Last time updated on 19/04/2016