Simulation of Two-Dimensional Fractional Gaussian Noise

Aleksi Penttinen () and Jorma Virtamo ()
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Aleksi Penttinen: Helsinki University of Technology
Jorma Virtamo: Helsinki University of Technology

Methodology and Computing in Applied Probability, 2004, vol. 6, issue 1, 99-107

Abstract: Abstract Fractional Brownian surfaces have frequently been used to model various physical processes and to generate artificial landscapes. We study a closely related process, called two-dimensional fractional Gaussian noise. We devise a method for generating realizations of this process using an approximate conditioning approach, motivated by results from the corresponding one-dimensional process applied in teletraffic modeling.

Keywords: two-dimensional fractional Gaussian noise; long range dependence; process simulation (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:MCAP.0000012417.10460.03

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