Simulation of Two-Dimensional Fractional Gaussian Noise

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...

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Veröffentlicht in:Methodology and computing in applied probability 2004-03, Vol.6 (1), p.99-107
Hauptverfasser: Penttinen, Aleksi, Virtamo, Jorma
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:1387-5841
1573-7713
DOI:10.1023/B:MCAP.0000012417.10460.03