We suggest that there exists a critical point H=0.70 of the local Hölder exponent H(t) for describing the weak stationary (stationary for short) property of the modified multifractional Gaussian noise (mmGn) from the point of view of engineering. More precisely, when H(t)0.70 for t∈[0,∞],...

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...