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Fractional Brownian field or surface generator

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Fractional Brownian field or surface generator

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

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Description

For a detailed mathematical explanation of the Matlab code and lots of examples see the companion paper:
weblink:
http://www.maths.uq.edu.au/~kroese/ps/MCSpatial.pdf
 
 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.

Regards
dams

24 Sep 2013 Luiz

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.

Thanks!

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