Numerical investigation of apparent multifractality of samples from processes subordinated to truncated fBm

Hydrological Processes

Volumn 26, Issue 19, 2012, Pages 2894-2908

  Guadagnini, Alberto ^a   Neuman, Shlomo P ^b   Riva, Monica ^a  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF ARIZONA   (United States)

Author keywords

Fractional Brownian motion; Heavy tailed distribution; Levy stable distribution; Multifractal; Scaling; Self affine

Indexed keywords

FRACTIONAL BROWNIAN MOTION; HEAVY-TAILED DISTRIBUTION; LEVY-STABLE DISTRIBUTION; MULTI FRACTALS; SCALING; SELF-AFFINE;

GAUSSIAN DISTRIBUTION;

FRACTALS;

AUTOCORRELATION; FINITE ELEMENT METHOD; FRACTAL ANALYSIS; GAUSSIAN METHOD; HYDROLOGICAL MODELING; POWER LAW; PROBABILITY;

EID: 84855531532     PISSN: 08856087     EISSN: 10991085     Source Type: Journal    
DOI: 10.1002/hyp.8358     Document Type: Article

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