Elementary Local Properties of Holomorphic Functions

Author(s):  
R. Michael Range
2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


1982 ◽  
Vol 43 (6) ◽  
pp. 961-971 ◽  
Author(s):  
J.A. Hodges ◽  
G. Jéhanno ◽  
D. Debray ◽  
F. Holtzberg ◽  
M. Loewenhaupt
Keyword(s):  
X Ray ◽  

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