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Date: 21-8-2021
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Date: 28-8-2021
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Date: 13-10-2021
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A one-dimensional map whose increments are distributed according to a normal distribution. Let and
be values, then their correlation is given by the Brown function
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When ,
and the fractal process corresponds to one-dimensional Brownian motion. If
, then
and the process is called a persistent process. If
, then
and the process is called an antipersistent process.
REFERENCES:
von Seggern, D. CRC Standard Curves and Surfaces with Mathematica, 2nd ed. Boca Raton, FL: CRC Press, 2007.
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