Click the picture to repeat. |
Here is a graph of fBm with H < 1/2. |
From this H, the
expected value of the product of the increments is negative, so |
This is anti-persistent fBm. |
Here |
Click on the picture to see the corresponding picture with 1, 2, 5, 10, 15, 20, 25, 30, 35, 40, 45, and 50 terms. |
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