Open AccessOn the inverse problem of fractional Brownian motion and the inverse of infinite Toeplitz matrices
Author(s) -
Safari Mukeru,
MmboniseniPhanuel Mulaudzi
Publication year - 2021
Publication title -
journal of physics communications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.407
H-Index - 17
ISSN - 2399-6528
DOI - 10.1088/2399-6528/ac2f91
Subject(s) - toeplitz matrix , mathematics , hermitian matrix , inverse , fractional brownian motion , matrix (chemical analysis) , levinson recursion , diagonal , positive definite matrix , brownian motion , tridiagonal matrix , mathematical analysis , pure mathematics , physics , eigenvalues and eigenvectors , geometry , quantum mechanics , statistics , materials science , composite material