Browsing Mathematics, Statistics, and Physics by Subject "Self-similar"
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Multifractional vector Brownian motions, their decompositions, and generalizations
(Taylor & Francis Group, 2015-05-04)This article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian ...