Physics – Geophysics
Scientific paper
Apr 2004
adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2004georl..3108501m&link_type=abstract
Geophysical Research Letters, Volume 31, Issue 8, CiteID L08501
Physics
Geophysics
4
Hydrology: Groundwater Hydrology, Hydrology: Stochastic Processes, Mathematical Geophysics: Fractals And Multifractals
Scientific paper
Based on an examination of K data from four different sites, a new stochastic fractal model, fractional Laplace motion, is proposed. This model is based on the assumption of spatially stationary ln(K) increments governed by the Laplace PDF, with the increments named fractional Laplace noise. Similar behavior has been reported for other increment processes (often called fluctuations) in the fields of finance and turbulence. The Laplace PDF serves as the basis for a stochastic fractal as a result of the geometric central limit theorem. All Laplace processes reduce to their Gaussian analogs for sufficiently large lags, which may explain the apparent contradiction between large-scale models based on fractional Brownian motion and non-Gaussian behavior on smaller scales.
Kozubowski Tomasz J.
Lu Silong
Meerschaert Mark M.
Molz Fred J.
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