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updated 1 year ago

Fractional Brownian field or surface generator by Zdravko Botev

Generates fractional Brownian field or surface with a given Hurst parameter using Stein's method. (circulant matrix, fractional brownian s..., wiener sheet)

field1=Brownian_field(H,n)

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updated almost 6 years ago

Simulation of Fractional Gaussian Noise *EXACT* by Stilian Stoev

Simulation of Fractional Gaussian Noise. It reproduces theoretically EXACT autocovariance. (fractals, fgn, fbm)

ffgn(sigma,H,n,N,force);

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