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Simulation of Two-Dimensional Fractional Gaussian Noise

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Abstract

Fractional Brownian surfaces have frequently been used to model various physical processes and to generate artificial landscapes. We study a closely related process, called two-dimensional fractional Gaussian noise. We devise a method for generating realizations of this process using an approximate conditioning approach, motivated by results from the corresponding one-dimensional process applied in teletraffic modeling.

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Penttinen, A., Virtamo, J. Simulation of Two-Dimensional Fractional Gaussian Noise. Methodology and Computing in Applied Probability 6, 99–107 (2004). https://doi.org/10.1023/B:MCAP.0000012417.10460.03

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  • DOI: https://doi.org/10.1023/B:MCAP.0000012417.10460.03

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