srmpfbm2d

Generates a 2D Self-Regulating Multifractional Process from a field of fractional brownian motions using an iterative method

Syntax

SRMP = srmpfbm2d(N,GZ)
SRMP = srmpfbm2d(...,'Propertyname',Propertyvalue)

Description

SRMP = srmpfbm2d(N,H) Generates the self-regulating multifractional process, SRMP, using a matrix size, [N,N], and a function of z, GZ. The parameter N is a positive integer and the parameter GZ is a vector whose values correspond to a function from (0,1) to (0,1).

SRMP = srmpfbm2d(...,'Propertyname',Propertyvalue) Generates the self-regulating multifractional process, SRMP, applying the specified property settings. The Property setting can be choosen from the list below:

Examples

See Also

srmpfbm, srmpmidpoint

References

[1] O. Barrière, "Synthèse et estimation de mouvements Browniens multifractionnaires et autres processus à régularité prescrite. Définition du processus autorégulé multifractionnaire et applications", PhD Thesis, (2007).

[2] O. Barrière, J. Lévy-Véhel, "Intervalles interbattements cardiaques et Processus Auto-Régulé Multifractionnaire," Journal de la Société Française de Statistique, Vol. 150, No. 1, (2009).