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Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968

DOI 10.1137/1010093

Why this label

  • The provided text is a bibliographic/reference and citation listing for Mandelbrot and Van Ness's paper on fractional Brownian motions, not an abstract describing methods.
  • No study design, sample size, randomization, blinding, or outcome details are stated in the text.
  • The paper appears to be a theoretical/mathematical work (introducing 'Fractional Brownian Motions, Fractional Noises and Applications'), for which GRADE-style execution signals (randomization, dropout, etc.) are not applicable and are not described here.

The Paper Scorecard

  • Standingclear
    • No retraction on record (OpenAlex metadata as of 2026-07-03).
  • Designjournal article
    • Journal article (SIAM Review). Study design detail comes from the methodology read, not metadata.
  • Executioninsufficient detail
    • The provided text is a bibliographic/reference and citation listing for Mandelbrot and Van Ness's paper on fractional Brownian motions, not an abstract describing methods.
    • No study design, sample size, randomization, blinding, or outcome details are stated in the text.
    • The paper appears to be a theoretical/mathematical work (introducing 'Fractional Brownian Motions, Fractional Noises and Applications'), for which GRADE-style execution signals (randomization, dropout, etc.) are not applicable and are not described here.
  • Corroborationfield confirmed
    • Cited by 7703 works (OpenAlex citation count).
    • Parallax's analysis of the paper's central finding found the weight of evidence SUPPORTS it (confidence: Emerging), with independent evidence streams beyond this paper.
  • Provenanceidentified
    • Published in SIAM Review.
    • Publisher: Society for Industrial and Applied Mathematics.
    • ISSN 0036-1445.
    • The journal is not listed in DOAJ.
    • Open-access status: closed.

The paper's central finding

Fractional Brownian motions, defined as moving-average integrals of ordinary Brownian motion with a fractional-power kernel parameterized by H in (0,1), constitute self-similar Gaussian processes with stationary increments (fractional noises) whose correlations exhibit long-range dependence for H > 1/2.

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Assessed by Epistry · metadata as of July 3, 2026
Fractional Brownian Motions, Fractional Noises and Applications — Epistry