On two-dimensional fractional Brownian motion and fractional Brownian random field.

As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a class of two-dimensional, self-similar, strongly correlated random walks whose variance scales with power law N(2) (H) (0 < H < 1). We report analytical results on the statistical size and shape, and segment distribution of its trajectory in the limit of large N. The relevance of these results to polymer theory is discussed. We also study the basic properties of a second generalization of 1dfBm, the two-dimensional fractional Brownian random field (2dfBrf). It is shown that the product of two 1dfBms is the only 2dfBrf which satisfies the self-similarity defined by Sinai.

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