Benoît Mandelbrot and Fractional Brownian Motion
Copyright policy )Benoît Mandelbrot and Fractional Brownian Motion
Although fractional Brownian motion was not invented by Benoit Mandelbrot, it was he who recognized the importance of this random process and gave it the name by which it is known today. This is a personal account of the history behind fractional Brownian motion and some subsequent developments.
Published in at http://dx.doi.org/10.1214/12-STS389 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
- Boston University United States
- Boston College United States
History of mathematics in the 20th century, FOS: Computer and information sciences, Long memory, Benoit, 330, self-similarity, Mandelbrot, Statistics, Hurst statistic, Fractional processes, including fractional Brownian motion, long memory, Biographies, obituaries, personalia, bibliographies, Self-similarity, History of probability theory, Methodology (stat.ME), Long-range dependence, long-range dependence, Statistics & probability, Mathematics, Benoît Mandelbrot, Statistics - Methodology
History of mathematics in the 20th century, FOS: Computer and information sciences, Long memory, Benoit, 330, self-similarity, Mandelbrot, Statistics, Hurst statistic, Fractional processes, including fractional Brownian motion, long memory, Biographies, obituaries, personalia, bibliographies, Self-similarity, History of probability theory, Methodology (stat.ME), Long-range dependence, long-range dependence, Statistics & probability, Mathematics, Benoît Mandelbrot, Statistics - Methodology
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