Taqqu, Murad S.2019-08-292019-08-292013-02-01Murad S Taqqu. 2013. "Benoit Mandelbrot and Fractional Brownian Motion." STATISTICAL SCIENCE, Volume 28, Issue 1, pp. 131 - 134 (4). https://doi.org/10.1214/12-STS3890883-4237https://hdl.handle.net/2144/37509Although fractional Brownian motion was not invented by Benoît Mandelbrot, it was he who recognized the importance of this random process and gave it the name by which it is known today. This is a personal account of the history behind fractional Brownian motion and some subsequent developments.131 - 134 (4)Statistics & probabilityMathematicsLong-range dependenceLong memorySelf-similarityHurst statisticMandelbrot, BenoitStatisticsArticle10.1214/12-STS3890000-0002-1145-9082 (Taqqu, Murad S)32147