Relationship of second-order lacunarity, Hurst exponent, Brownian motion, and pattern organization

Second-order lacunarity metrics are related to the Hurst exponent H. Fractional Brownian motion with H=0.5 is used as a benchmark for quantifying patterns. Local versus global correlation, and implications for pattern organization, are discussed.

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Year of publication:	2003
Authors:	Feagin, R.A.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 328.2003, 3, p. 315-321
Publisher:	Elsevier
Subject:	Lacunarity \| Hurst \| Fractional Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010589445