Spectral representation of fractional Brownian motion in n dimensions and its properties

Irving S. Reed, Patrick Lee, Trieu-Kien Truong. Spectral representation of fractional Brownian motion in n dimensions and its properties. IEEE Transactions on Information Theory, 41(5):1439-1451, 1995.

Authors

Irving S. Reed

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Patrick Lee

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Trieu-Kien Truong

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