Comments on 'Dynamic analysis of posture profiles in quiet stance on carpets through fractional Brownian motion'

摘要

The covariance is positive for any H in (0,1). That is, from Equation (2) it follows that COV(t1, t2)>0. Since the covariance and the correlation function exhibit by definition the same sign, we see that all correlations of FBM trajectories are positive.