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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 1 year ago

Fractional Brownian motion generator by Zdravko Botev

Generates fractional Brownian motion with a given Hurst parameter using the FFT. (fractional brownian m..., circulant matrix, spectral method)

fbm1d.m

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