Definition¶

Generalization of Brownian motion governed by a Hurst exponent H in (0,1) that controls long-range dependence and the roughness of sample paths.

Aliases¶

fbm, fractional brownian

Related concepts¶

• Brownian Motion
• Hurst Exponent

Citations¶

[1] Fractal Notebooks glossary (Chapter 4) — docs/foundations/glossary.md

[2] fractal_rag concept seed (seed.yaml) — fractal_rag/src/fractal_rag/concepts/seed.yaml