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Broken line process derived as an approximation to fractional noise
Author(s) -
Mandelbrot Benoit B.
Publication year - 1972
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr008i005p01354
Subject(s) - noise (video) , line (geometry) , process (computing) , turbulence , statistical physics , mathematics , physics , computer science , mechanics , geometry , artificial intelligence , image (mathematics) , operating system
The broken line process has been advanced recently as a possible replacement for fractional noise as a model representing long‐run persistence in hydrology and turbulence. It is shown that in fact one can rederive the broken line process as an approximation to fractional noise and that efforts to preserve the value of ρ″(0;) may well be misplaced.