Algorithm to estimate the Hurst exponent of high-dimensional fractals.

Algorithm to estimate the Hurst exponent of high-dimensional fractals. Research Abstract Details 

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Algorithm to estimate the Hurst exponent of high-dimensional fractals. Abstract Text:

Anna Carbone,

We propose an algorithm to estimate the Hurst exponent of high-dimensional fractals, based on a generalized high-dimensional variance around a moving average low-pass filter. As working examples, we consider rough surfaces generated by the random midpoint displacement and by the Cholesky-Levinson factorization algorithms. The surrogate surfaces have Hurst exponents ranging from 0.1 to 0.9 with step 0.1, and different sizes. The computational efficiency and the accuracy of the algorithm are also discussed.

Algorithm to estimate the Hurst exponent of high-dimensional fractals. Publishing Authors By Initials

A Carbone,

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Algorithm to estimate the Hurst exponent of high-dimensional fractals. Journal Published:

PUBLICATION TYPE: Journal Article

Journal: Physical review. E, Statistical, nonlinear, and so

VOLUME: 76

Page Numbers: 056703

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ISSN: 1539-3755

DAY: 13

MONTH: 11

YEAR: 2007

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LANGUAGE: eng

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Grant and Affiliation Information for Algorithm to estimate the Hurst exponent of high-dimensional fractals.

AFFILIATION: Physics Department, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Torino, Italy.

Country: United States

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MEDLINETA: Phys Rev E Stat Nonlin Soft Ma

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