| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480778 | Physica A: Statistical Mechanics and its Applications | 2012 | 6 Pages |
Abstract
⺠We present the mathematical background for two geometrical methods to calculate the Hurst exponent. ⺠They are valid for any random process with stationary and self-affine increments. ⺠In particular they are suitable for fractional Brownian motion and fractional Levy stable motion.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
J.E. Trinidad Segovia, M. Fernández-MartÃnez, M.A. Sánchez-Granero,