Brownian tree Brownian tree A Brownian tree, whose name is derived from Robert Brown via Brownian motion, is a form of computer art that was briefly popular in the 1990s, when home computers started to have sufficient power to simulate Brownian motion. Brownian trees are mathematical models of dendritic structures associated with the physical process known as diffusion-limited aggregation. A Brownian tree is built with these steps: first, a "seed" is placed somewhere on the screen. Then, a particle is placed in a random position of the screen, and moved randomly until it bumps against the seed. The particle is left there,
Fractional Brownian motion Suppose we want to simulate the values of the "fBM" at times formula_12 using the Cholesky decomposition method. In order to compute formula_15, we can use for instance the Cholesky decomposition method. An alternative method uses the eigenvalues of formula_16: Note that the result is real-valued because formula_36. Note that since the eigenvectors are linearly independent, the matrix formula_39 is invertible. It is also known that where "B" is a standard Brownian motion and Where formula_47 is the Euler hypergeometric integral. Say we want to simulate an "fBm" at points formula_48. The integral may be efficiently computed by Gaussian quadrature.