UC知道求翻译，简单但也有点难
来源：百度知道 编辑：UC知道 时间：2024/05/12 15:20:07
Self-Similar Processes
A Real-valued stochastic process (X(t), t≥0) is said to be self-similar
It is said to be self-similar with exponent H>0 of self similarity in the particular case b=aH
For fractal or long-range correlated processes, the average fluctuations of moments
T is the time window (or measurement resolution for calculating moments)
h is the Hurst (or scaling) exponent, for Brownian Motion or independent process, h=0,5
Partition the total record of N values into consecutive w = [N/T] non-overlapping (disjoint) windows of T values.
A Real-valued stochastic process (X(t), t≥0) is said to be self-similar
It is said to be self-similar with exponent H>0 of self similarity in the particular case b=aH
For fractal or long-range correlated processes, the average fluctuations of moments
T is the time window (or measurement resolution for calculating moments)
h is the Hurst (or scaling) exponent, for Brownian Motion or independent process, h=0,5
Partition the total record of N values into consecutive w = [N/T] non-overlapping (disjoint) windows of T values.
一个实值随机过程(x(t), T不小于0)可说是自相似也可以说是自我相似指数h"0自相似性在 尤其案件B=ah形或长程的相关程序, 平均波动的时刻,T是时间窗口(或测量决议计算矩)H为赫斯特 (或减少),布朗运动或独立的进程, 79.31%0,5隔墙总记录N值为连续w=[n/t]非重叠窗外的t值.