Fractional Brownian Motions, Fractional Noises and Applications
Read full paper →- Authors
- Benoît B. Mandelbrot, John W. Van Ness
- Journal
- SIAM Review
- Year
- 1968
- Citations
- 7,657
TL;DR
This foundational theoretical paper introduced and formalized the mathematical concepts of Fractional Brownian Motion and Fractional Gaussian Noise, providing a framework for understanding and modeling phenomena with "long-range dependence" or "long memory" where past events have a persistent influence on future events, which is crucial for analyzing complex systems in various fields.
What they tested
This paper is a theoretical mathematical work, not an experimental study. Therefore, it did not test any specific intervention or comparator, nor did it measure outcomes