| Here is a graph of fBm with H > 1/2. |
| For this H, the expected value of the product of the increments is positive,
so Y(t) - Y(0)
and Y(t + h) - Y(t) tend to have the same sign. |
| That is, the increments
tend to be going in the same direction. |
| This is persistent fBm. |
| This picture was produced with the randomized Weierstrass function, taking
H = 0.75, b = 1.2, and 50 terms. |
| Click on the picture to see the
corresponding picture with 1, 2, 5, 10, 15, 20, 25, 30, 35, 40, 45, and 50 terms. |
| (The same
random number sequence will be used to generate this and the H = 1/2 and
H < 1/2 examples). |
