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)

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

Circulant Embedding method for generating stationary Gaussian field by Zdravko Botev

Implements Dietrich and Newsam's circulant embedding method for fast generation of Gaussian fields. (random field, stationary gaussian p..., fractional brownian m...)

stationary_Gaussian_process.m