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Fractional Brownian field or surface generator

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Fractional Brownian field or surface generator


Zdravko Botev (view profile)


Generates fractional Brownian field or surface with a given Hurst parameter using Stein's method.

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For a detailed mathematical explanation of the Matlab code and lots of examples see the companion paper:
 Kroese, D.P. and Botev, Z.I. (2013).
 "Spatial Process Generation."
 V. Schmidt (Ed.). Lectures on Stochastic Geometry, Spatial Statistics and Random Fields, Volume II: Analysis, Modeling and Simulation of Complex Structures, Springer-Verlag, Berlin.

Required Products MATLAB
MATLAB release MATLAB 7.11 (R2010b)
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Comments and Ratings (2)
16 Mar 2014 Damodara

Hi Botev,

How can we measure these fractals using box counting dimension method.


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24 Sep 2013 Luiz

Luiz (view profile)

Dear Botev,

Thanks for sharing this file. I am trying to run the file, but Matlab says that is necessary to have a function rho. Could you provide a rho function as an example? You have done it in your other code (stationary_Gaussian_process) and it was great to have a start point.


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