The Structure of Autocovariance Matrix of Discrete Time Subfractional Brownian Motion

<div>The eigenvalues and eigenvectors of actual autocovariance matrices of dtsfBm with <svg height="8.55521pt" id="M433" style="vertical-align:-0.2063904pt" version="1.1" viewbox="-0.0498162 -8.34882 46.627 8.55521" width="46.627pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z" id="g113-111"></path></g><g transform="matrix(.013,0,0,-0.013,10.158,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path></g><g transform="matrix(.013,0,0,-0.013,21.421,0)"><path d="M412 140C382 77 369 73 315 73H129L270 222C362 320 402 379 402 466C402 571 322 635 234 635C177 635 130 609 99 576L42 495L64 475C90 514 133 568 201 568C274 568 318 519 318 435C318 349 255 267 193 193C144 135 87 78 32 23V0H405C417 45 427 89 440 131L412 140Z" id="g113-51"></path></g><g transform="matrix(.013,0,0,-0.013,27.661,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,33.901,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,40.141,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g></svg> and <span class="nowrap"><svg height="8.8423pt" id="M434" style="vertical-align:-0.2064009pt" version="1.1" viewbox="-0.0498162 -8.6359 41.4858 8.8423" width="41.4858pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M828 650H570L564 622C646 614 650 609 634 524L604 366H253L281 524C296 608 308 615 382 622L388 650H132L126 622C211 615 214 609 198 524L121 122C106 42 102 35 23 28L17 0H276L282 28C196 35 191 40 206 122L243 324H597L559 123C544 42 537 35 452 28L446 0H710L716 28C632 35 628 43 643 122L719 524C735 610 741 615 822 622L828 650Z" id="g113-73"></path></g><g transform="matrix(.013,0,0,-0.013,14.555,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path></g><g transform="matrix(.013,0,0,-0.013,25.818,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,32.058,0)"><path d="M113 -12C146 -12 170 11 170 46C170 78 146 103 114 103S58 78 58 46C58 11 82 -12 113 -12Z" id="g113-47"></path></g><g transform="matrix(.013,0,0,-0.013,35.022,0)"><path d="M249 635C141 635 70 555 70 471C70 401 114 353 179 316C143 294 106 267 90 252C68 231 45 202 45 157C45 50 130 -12 237 -12C322 -12 435 52 435 169C435 256 372 304 303 343C349 374 375 398 383 407C401 429 411 458 411 487C411 569 344 635 249 635ZM238 603C285 603 337 567 337 482C337 422 310 385 276 358C205 393 145 426 145 500C145 552 179 603 238 603ZM248 20C183 20 125 70 125 163C125 218 158 268 206 300C284 261 355 217 355 143C355 66 308 20 248 20Z" id="g113-57"></path></g></svg>.</span></div>

Mathematical Problems in Engineering

tab2

Table 2

Table 2: The Structure of Autocovariance Matrix of Discrete Time Subfractional Brownian Motion 