Articles | Volume 24, issue 3
https://doi.org/10.5194/npg-24-481-2017
https://doi.org/10.5194/npg-24-481-2017
Research article
 | 
21 Aug 2017
Research article |  | 21 Aug 2017

Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion

Jonathan M. Lilly, Adam M. Sykulski, Jeffrey J. Early, and Sofia C. Olhede

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Subject: Time series, machine learning, networks, stochastic processes, extreme events | Topic: Climate, atmosphere, ocean, hydrology, cryosphere, biosphere
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Cited articles

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Short summary
This work arose from a desire to understand the nature of particle motions in turbulence. We sought a simple conceptual model that could describe such motions, then realized that this model could be applicable to an array of other problems. The basic idea is to create a string of random numbers, called a stochastic process, that mimics the properties of particle trajectories. This model could be useful in making best use of data from freely drifting instruments tracking the ocean currents.