Mean square displacement of fractional Brownian motion.
Hurst parameter (between 0 and 1).
The mean squared displacement (MSD) of a stochastic process X_t is defined as
MSD_X(t) = E[(X_t - X_0)^2].
Fractional Brownian motion (fBM) is a continuous Gaussian process with stationary increments, such that its covariance function is entirely defined the MSD, which in this case is MSD_X(t) = |t|^(2H).
N vector of mean square displacements.
fbm.msd(tseq = 1:10, H = 0.4)
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