fBM1.mp4: Here are three histograms:
(1) Histogram of a (pseudo) fractional Brownian motion,
(2) Histogram of its 1st-differences,
(3) Histogram of its 2nd-differences,
whose Hurst exponent H varies from 0.2 to 1.
Observe the shapes of respective distributions. (53').
(Note that the detrending by differentiation has an
important part to play in Statistics, in particular,
in DS process).