Related papers: Characterising lognormal fractional-Brownian-motio…
The degree of fractal substructure in molecular clouds can be quantified by comparing them with Fractional Brownian Motion (FBM) surfaces or volumes. These fields are self-similar over all length scales and characterised by a drift exponent…
Fractional Brownian motion (fBm) is a canonical model for long-memory phenomena. In the presence of large amounts of potentially memory-bearing data, the data are often averaged, which can change the structure of the underlying…
Fractional Brownian motion (fBm) structures are used to investigate the dependency of column density variance ({\sigma}_{\ln N}^2) in the turbulent interstellar medium on the variance of three-dimensional density ({\sigma}_{\ln\rho}^2) and…
Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have remained univariate. Operator Fractional Brownian Motion…
This paper deals with area-based subpixel image registration under rotation-isometric scaling-translation transformation hypothesis. Our approach is based on a parametrical modeling of geometrically transformed textural image fragments and…
Diffusion magnetic resonance imaging is sensitive to the microstructural properties of brain tissue. However, estimating clinically and scientifically relevant microstructural properties from the measured signals remains a highly…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties. We show that for certain values…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…
Computational modeling of Multiresolution- Fractional Brownian motion (fBm) has been effective in stochastic multiscale fractal texture feature extraction and machine learning of abnormal brain tissue segmentation. Further, deep…
Neural network models have recently demonstrated impressive prediction performance in complex systems where chaos and unpredictability appear. In spite of the research efforts carried out on predicting future trajectories or improving their…
Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…
We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…
We introduce the multivariate Log S-fBM model (mLog S-fBM), extending the univariate framework proposed by Wu \textit{et al.} to the multidimensional setting. We define the multidimensional Stationary fractional Brownian motion (mS-fBM),…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzhaparidze and van Zanten (2004) by means of limiting…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion.…