Modeling of a generalized Brownian motion based on wavelet — Computer technology
Irina Chkheidze, Lali Tokadze, Sophio Okromtchedlishvili · 2012
In the present work the simple way of modeling of the generalized Brownian motion on the basis of Wavelet technologies is offered. It is realized in the program Mathcad environment; using concept of the generalized Brownian motion, it is possible to define nature of researched process. It can possess persistentny or antipersistentny properties; the indicator of H characterizes dimension (crenation) temporary series: antipersistentnost possesseshas high dimension (H0.5) has low dimension; the signals for which H>0.5 should be related to group chaotically - determined signals (Fractal Signals), which are the carriers both determinedand random properties.