function fBM = GenBrownian(n,H,par) if nargin < 3, par = 8; end N = n .*par; w = WhiteNoise(zeros(1,N)); what = fft(w); rte = 2 * pi * [0:(N/2) (-(N/2)+1):(-1)] ./ N; rte(1) = 1; mpe = (abs(rte) .^ (-2*H)) .* what; mpe(1) = 0.; fBM = ifft(mpe); start = floor(par/2 .* n); stop = start+n-1; fBM = real(fBM(start:stop)); % "Complex and Chaotic Nonlinear Dynamics. % Advances in Economics and Finance, % Mathematics and Statistics" % T.Vialar, Springer 2009. % Copyright(c).