Sample Paths
Practical computer realisations of an fBm can be generated, although they are only a finite approximation. The sample paths chosen can be thought of as showing discrete sampled points on an fBm process. Three realisations are shown below, each with 1000 points of an fBm with Hurst parameter 0.75.
| H = 0.75 realisation 1 | H = 0.75 realisation 2 | H = 0.75 realisation 3 |
Two realisations are shown below, each showing 1000 points of an fBm, the first with Hurst parameter 0.95 and the second with Hurst parameter 0.55.
| H = 0.95 | H = 0.55 |
Read more about this topic: Fractional Brownian Motion
Famous quotes containing the words sample and/or paths:
“As a rule they will refuse even to sample a foreign dish, they regard such things as garlic and olive oil with disgust, life is unliveable to them unless they have tea and puddings.”
—George Orwell (1903–1950)
“Now it is the time of night
That the graves, all gaping wide,
Every one lets forth his sprite
In the church-way paths to glide.”
—William Shakespeare (1564–1616)