Relationship of second-order lacunarity, Hurst exponent, Brownian motion, and pattern organization

R.A. Feagin

Physica A: Statistical Mechanics and its Applications, 2003, vol. 328, issue 3, 315-321

Abstract: Second-order lacunarity metrics are related to the Hurst exponent H. Fractional Brownian motion with H=0.5 is used as a benchmark for quantifying patterns. Local versus global correlation, and implications for pattern organization, are discussed.

Keywords: Lacunarity; Hurst; Fractional Brownian motion (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:328:y:2003:i:3:p:315-321

DOI: 10.1016/S0378-4371(03)00524-7

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