A novel matrix-valued Hurst operator construction for 2D fBm with cross-dependencies is introduced, with derived auto/cross-covariances and power spectral densities validated by simulations.
Sample-to-sample fluctuations of power spectrum of a random motion in a periodic Sinai model
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
A novel matrix-valued Hurst operator construction for 2D fBm with cross-dependencies is introduced, with derived auto/cross-covariances and power spectral densities validated by simulations.