Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion

Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-wor...

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Bibliographic Details
Main Authors: J. M. Lilly, A. M. Sykulski, J. J. Early, S. C. Olhede
Format: Article
Language:English
Published: Copernicus Publications 2017-08-01
Series:Nonlinear Processes in Geophysics
Online Access:https://www.nonlin-processes-geophys.net/24/481/2017/npg-24-481-2017.pdf