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:
“All that a city will ever allow you is an angle on it—an oblique, indirect sample of what it contains, or what passes through it; a point of view.”
—Peter Conrad (b. 1948)
“This is the one of whom the prophet Isaiah spoke when he said, “The voice of one crying out in the wilderness: ‘Prepare the way of the Lord, make his paths straight.’ “”
—Bible: New Testament, Matthew 3:3.