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Fractal dimension for Gaussian colored processes
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The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noise in n-dimensional space is obtained. The fractal dimension solely depends on the time behavior of the arbitrary correlation function of the noise, ranging from DX=1 for Orstein-Uhlenbeck input noise to any real number greater than 1 for fractional Brownian motions.
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LLOSA, Josep and MASOLIVER, Jaume. Fractal dimension for Gaussian colored processes. Physical Review A. 1990. Vol. 42, num. 8, pags. 5011-5014. ISSN 1050-2947. [consulted: 13 of August of 2026]. Available at: https://hdl.handle.net/2445/9487