Figure 1.
Top row: example series of fractional Brownian motions (fBm) for three typical values of the scaling exponent. The central graph represents an ordinary Brownian motion (H = 0.5). The left graph shows an anti-persistent fBm (H = 0.25) and the right graph a persistent fBm (H = 0.75). The corresponding fractional Gaussian noises series (fGn) are displayed in the bottom row.