Brownian Motion - Continuous-time stochastic process with stationary independent Gaussian increments.
Diffusion-Limited Aggregation - Stochastic growth process in which particles undergoing Brownian motion cluster together, producing fractal aggregates with characteristic dendritic branching.
Fractional Brownian Motion - Generalization of Brownian motion governed by a Hurst exponent H in (0,1) that controls long-range dependence and the roughness of sample paths.
Hurst Exponent - Parameter H in (0,1) characterizing long-range dependence and the roughness/persistence of a time series; relates to fractal dimension via D = 2 - H for 1D signals.
Percolation Theory - Branch of statistical physics that studies connectivity in random media, near the critical threshold producing fractal clusters.
Pink Noise - Random signal whose power spectral density is inversely proportional to frequency; a 1D fractal noise widely observed in natural systems.