Energetical properties of fractal brownian signal with different hurst indexes

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Lviv Polytechnic National University
Lviv Polytechnic National University
Lviv Polytechnic National University

Power spectrum densities, probability density functions and correlation functions of the fractal Brownian signal (FBS) are studied with the aim of MATLAB simulation. The influence of a time-scaling factor on these properties is investigated. Particularly, the increase of this factor leads to increasing the influence of the Hurst index on power spectrum density. The results are conformed to Mandelbrot’s investigations of FBS properties.

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