Fractional Browniam motion, fBm, is a generalization of Brownian motion in which the increments no longer are independent. |

First, we present the basic idea of fBm, and a visual comparison with Brownian motion. |

Fractional Brownian motion occurs in many types, related to one another through an index H. |

Here is a method for simulating fBm. |

The index H can be interpreted as a measure of the roughness. |

Here are some examples of fBm in the plane. |

Fractional Brownian motion includes correlations between events, but retains the short tails of the normal distribution. |

Return to Random Fractals.