Beno\^{i}t Mandelbrot and Fractional Brownian Motion
Methodology
2013-02-22 v1
Abstract
Although fractional Brownian motion was not invented by Benoit Mandelbrot, it was he who recognized the importance of this random process and gave it the name by which it is known today. This is a personal account of the history behind fractional Brownian motion and some subsequent developments.
Keywords
Cite
@article{arxiv.1302.5237,
title = {Beno\^{i}t Mandelbrot and Fractional Brownian Motion},
author = {Murad S. Taqqu},
journal= {arXiv preprint arXiv:1302.5237},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-STS389 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)