Tom Lindstrøm

Publications (1)0 Total impact

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  Available from: uio.no

  Article: A random walk approximation to fractional Brownian motion

  Tom Lindstrøm
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  ABSTRACT: We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
  09/2007;