A Fast Fractional Gaussian Noise Generator
Mandelbrot, Benoit B.
Журнал:
Water Resources Research
Дата:
1971
Аннотация:
By design fast fractional Gaussian noises (ffGn) have the following characteristics: The number of operations needed to generate them is relatively small. The long run statistical dependence that they exhibit is strong and has the form required for self similar hydrology. Their short run properties, as expressed by the correlations between successive or nearly successive yearly averages, are adjustable (within bounds) and can be fitted to the corresponding short run properties of records. Extension to the multidimensional (multisite) case should raise no essential difficulty. Finally, their definition, as sums of Markov‐Gauss and other simple processes, fits the intuitive ideas that climate can be visualized as either unpredictably inhomogeneous or ruled by a hierarchy of variable regimes.
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