| Title |
Trupmeninio Brauno judesio agregavimas / |
| Another Title |
Aggregation of the fractional Brownian motion. |
| Authors |
Tučiūtė, Ineta ; Vaičiulis, Marijus |
| Full Text |
|
| Is Part of |
Jaunųjų mokslininkų darbai / Šiaulių universitetas.. Šiauliai : Šiaulių universiteto leidykla. 2012, nr. 3(36), p. 174-178.. ISSN 1648-8776 |
| Keywords [eng] |
Aggregation ; Self-similarity ; Fractional Brownian Motion |
| Abstract [eng] |
In this paper we introduce fractional Brownian motion aggregated by a random order. We proved that this random process is self-similar with the same self-similarity index as in the initial fractional Browman motion. Sample paths of the newly proposed random process can be obtained from the sample paths of the initial fractional Brownian motion easily, so the newly proposed process can be useful in the statistics of random processes where empirical mvestigation of the estimators of self-similarity index is needed. |
| Published |
Šiauliai : Šiaulių universiteto leidykla |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2012 |
