Li, Ming; Zhao, Wei - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 1955-1961
The contributions of this short paper are two-fold. We shall show two interesting properties of fractional Gaussian noise (fGn), namely, its bandlimitedness and lag-limitedness. The computation formulas for the maximum frequency of bandlimited fGn and the maximum lag of lag-limited fGn are...