Mathematical Problems in Engineering / 2015 / Article / Fig 1

Research Article

Correlation Properties of (Discrete) Fractional Gaussian Noise and Fractional Brownian Motion

Figure 1

Theoretical lag-one autocorrelation for dfGn (a), based on (5), and for dfBm (b), based on (20), for values ranging from 0 to 1.
(a)
(b)

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