Beyond multifractional Brownian motion: new stochastic models for geophysical modelling

被引:13
|
作者
Vehel, J. Levy [1 ,2 ]
机构
[1] Inria, Regular Team, Chatenay Malabry, France
[2] Ecole Cent Paris, MAS Lab, Chatenay Malabry, France
关键词
D O I
10.5194/npg-20-643-2013
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
引用
收藏
页码:643 / 655
页数:13
相关论文
共 50 条
  • [21] Local asymptotic properties of multifractional Brownian motion
    Lim, SC
    Muniandy, SV
    PARTIAL DIFFERENTIAL EQUATIONS AND SPECTRAL THEORY, 2001, 126 : 205 - 214
  • [22] A Process Very Similar to Multifractional Brownian Motion
    Ayache, Antoine
    Bertrand, Pierre R.
    RECENT DEVELOPMENTS IN FRACTALS AND RELATED FIELDS, 2010, : 311 - +
  • [23] Multifractional Brownian motion in vehicle crash tests
    Keller, Diana
    STUDIA UNIVERSITATIS BABES-BOLYAI MATHEMATICA, 2011, 56 (02): : 437 - 447
  • [24] On the non-commutative multifractional Brownian motion
    Dozzi, Marco
    Schott, Rene
    INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2022, 25 (04)
  • [25] OCCUPATION TIME PROBLEM FOR MULTIFRACTIONAL BROWNIAN MOTION
    Ouahra, Mohamed Ait
    Guerbaz, Raby
    Ouahhabi, Hanae
    Sghir, Aissa
    PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2019, 39 (01): : 99 - 113
  • [26] How big are the increments of a multifractional Brownian motion?
    林正炎
    Science China Mathematics, 2002, (10) : 1291 - 1300
  • [27] The Generalized Multifractional Field: A nice tool for the study of the generalized Multifractional Brownian Motion
    Ayache, A
    JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS, 2002, 8 (06) : 581 - 601
  • [28] The Generalized Multifractional Field: A Nice Tool for the Study of the Generalized Multifractional Brownian Motion
    Antoine Ayache
    Journal of Fourier Analysis and Applications, 2002, 8 : 581 - 602
  • [29] Estimation of the global regularity of a multifractional Brownian motion
    Lebovits, Joachim
    Podolskij, Mark
    ELECTRONIC JOURNAL OF STATISTICS, 2017, 11 (01): : 78 - 98
  • [30] How big are the increments of a multifractional Brownian motion?
    林正炎
    ScienceinChina,SerA., 2002, Ser.A.2002 (10) : 1291 - 1300