| Автор | Mandelbrot, Benoit B. |
| Дата выпуска | 1971 |
| dc.description | 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. |
| Формат | application.pdf |
| Копирайт | Copyright 1971 by the American Geophysical Union. |
| Название | A Fast Fractional Gaussian Noise Generator |
| Тип | article |
| DOI | 10.1029/WR007i003p00543 |
| Electronic ISSN | 1944-7973 |
| Print ISSN | 0043-1397 |
| Журнал | Water Resources Research |
| Том | 7 |
| Первая страница | 543 |
| Последняя страница | 553 |
| Выпуск | 3 |
| Библиографическая ссылка | Askew, A. J., W. W. G.Yeh, W. A.Hall, A comparative study of critical drought simulation, Water Resour. Res., 71, 52–62, 1971. |
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| Библиографическая ссылка | Fiering, Myron, Streamflow Synthesis, Harvard University Press, Cambridge, Massachusetts, 1967. |
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| Библиографическая ссылка | Kottegoda, N. T., Are British rivers predictable?, 1971. |
| Библиографическая ссылка | Mandelbrot, B., Une classe de processus homothétiques à soi; application à la loi climatologique de H. E. Hurst, C. R. Acad. Sci. Paris, 260, 3274, 1965. |
| Библиографическая ссылка | Mandelbrot, B., Long‐run linearity, locally Gaussian processes, H spectra and infinite variance, Int. Econ. Rev., 10, 82–111, 1969. |
| Библиографическая ссылка | Mandelbrot, B., Statistical self similarity and very erratic chance fluctuations, Trumbull lecture, Yale University, 1970. |
| Библиографическая ссылка | Mandelbrot, B., K.McCamy, On the secular pole motion and the Chandler wobble, Geophys. J. Roy. Astron. Soc., 21, , 1970. |
| Библиографическая ссылка | Mandelbrot, B., J. W.Van Ness, Fractional Brownian motions, fractional noises and applications, J. Soc. Ind. Appl. Math., 10, 422–437, 1968. |
| Библиографическая ссылка | Mandelbrot, B., J. R.Wallis, Noah, Joseph, and operational hydrology, Water Resour. Res., 45, 909–918, 1968. |
| Библиографическая ссылка | Mandelbrot, B., J. R.Wallis, Computer experiments with fractional Gaussian noises, 1, Averages and variances, Water Resour. Res., 51, 228–267, 1969a. |
| Библиографическая ссылка | Mandelbrot, B., J. R.Wallis, Some long run properties of geophysical records, Water Resour. Res., 52, 321–340, 1969b. |
| Библиографическая ссылка | Mandelbrot, B., J. R.Wallis, Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence, Water Resour. Res., 55, 967–988, 1969c. |
