|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.