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 | The contents of the Fractional Brownian motion of order n page were merged into Fractional Brownian motion. For the contribution history and old versions of the redirected page, please see its history; for the discussion at that location, see its talk page. (November 2014) |
Feel free to leave me any messages, comments, remarks, objections. :)
sebastien 02:29, 15 Mar 2005 (UTC)
- Great start. Wouldn't it be more accurate though to say that the increment process ($B^H_t - B^H_{t-1}$) has LRD though? Anything to say on the subject of fractional Gaussian noise? -- Richard Clegg 01:08, 13 March 2006 (UTC)
- The sentence "(the value is the same for any s)" is of course nonsense. It has the same distribution for any s, but not the same value. I don't know what fractional Gaussian noise is, but it is probably some version of the stationary process $s \mapsto B(t+s)-B(s)$. GaborPete ( talk) 17:31, 22 June 2024 (UTC)
Could you please explain in more detail how you have simulated the fractional brownian motion? -- 92.41.181.105 ( talk) 10:01, 17 January 2009 (UTC)
Proposed merge with Fractional brownian motion of order n
I don't think Fractional brownian motion of order n needs to be a separate article. It seems to be based off of one paper (the one linked in the article) and could easily be merged into Fractional Brownian motion. Sarahj2107 ( talk) 15:09, 4 April 2014 (UTC)
- Support merge. This article should cover higher-order fBm, and once it does there's no reason for a separate article. Lagrange 613 15:32, 4 April 2014 (UTC)
- Support Agreed, it is appropriate for this article to cover related variants of fBm. Right now Fractional brownian motion of order n is a short stub with one reference, and the creator of th article may be one of the authors of that reference. I'll note that there are other definitions of higher order fBm, for instance in [1]. -- Mark viking ( talk) 17:39, 4 April 2014 (UTC)
- Support. TheSeven ( talk) 16:34, 20 May 2014 (UTC)
- Support. Too Obvious. Limit-theorem ( talk) 10:23, 18 September 2014 (UTC)
As this has been open since April and there has been unanimous support to merging, I have gone ahead and performed the merge as requested on my talk page. If anyone objects just let me know. Also, if anyone has a problem with where I put the merged text feel free to move it. Sarahj2107 ( talk) 09:32, 23 November 2014 (UTC)
- Your merge looks good to me, thanks. -- Mark viking ( talk) 20:26, 23 November 2014 (UTC)
A citation was needed for the hypergeometric representation of fBm. The following is appropriate: L. DECREUSEFOND AND A. U¨ STUNEL, Stochastic analysis of the fractional Brownian motion, Potential Analysis, 10 (1997), pp. 177–214. — Preceding unsigned comment added by 76.182.126.105 ( talk) 15:20, 7 March 2015 (UTC)
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| This article is rated C-class on Wikipedia's
content assessment scale. It is of interest to the following WikiProjects: | ||||||||||||||||||||
| |||||||||||||||||||||
| The contents of the Fractional Brownian motion of order n page were merged into Fractional Brownian motion. For the contribution history and old versions of the redirected page, please see its history; for the discussion at that location, see its talk page. (November 2014) |
Feel free to leave me any messages, comments, remarks, objections. :)
sebastien 02:29, 15 Mar 2005 (UTC)
- Great start. Wouldn't it be more accurate though to say that the increment process ($B^H_t - B^H_{t-1}$) has LRD though? Anything to say on the subject of fractional Gaussian noise? -- Richard Clegg 01:08, 13 March 2006 (UTC)
- The sentence "(the value is the same for any s)" is of course nonsense. It has the same distribution for any s, but not the same value. I don't know what fractional Gaussian noise is, but it is probably some version of the stationary process $s \mapsto B(t+s)-B(s)$. GaborPete ( talk) 17:31, 22 June 2024 (UTC)
Could you please explain in more detail how you have simulated the fractional brownian motion? -- 92.41.181.105 ( talk) 10:01, 17 January 2009 (UTC)
Proposed merge with Fractional brownian motion of order n
I don't think Fractional brownian motion of order n needs to be a separate article. It seems to be based off of one paper (the one linked in the article) and could easily be merged into Fractional Brownian motion. Sarahj2107 ( talk) 15:09, 4 April 2014 (UTC)
- Support merge. This article should cover higher-order fBm, and once it does there's no reason for a separate article. Lagrange 613 15:32, 4 April 2014 (UTC)
- Support Agreed, it is appropriate for this article to cover related variants of fBm. Right now Fractional brownian motion of order n is a short stub with one reference, and the creator of th article may be one of the authors of that reference. I'll note that there are other definitions of higher order fBm, for instance in [1]. -- Mark viking ( talk) 17:39, 4 April 2014 (UTC)
- Support. TheSeven ( talk) 16:34, 20 May 2014 (UTC)
- Support. Too Obvious. Limit-theorem ( talk) 10:23, 18 September 2014 (UTC)
As this has been open since April and there has been unanimous support to merging, I have gone ahead and performed the merge as requested on my talk page. If anyone objects just let me know. Also, if anyone has a problem with where I put the merged text feel free to move it. Sarahj2107 ( talk) 09:32, 23 November 2014 (UTC)
- Your merge looks good to me, thanks. -- Mark viking ( talk) 20:26, 23 November 2014 (UTC)
A citation was needed for the hypergeometric representation of fBm. The following is appropriate: L. DECREUSEFOND AND A. U¨ STUNEL, Stochastic analysis of the fractional Brownian motion, Potential Analysis, 10 (1997), pp. 177–214. — Preceding unsigned comment added by 76.182.126.105 ( talk) 15:20, 7 March 2015 (UTC)