| 1 is Brownian motion. Most of the values form a band of approximately constant width (independence), and the values outside this band are mostly very small (large jumps are rare). |
| 2 is a Levy process. Most of the values form a band of approximately constant width (independence), but a considerable number of values outside this band are large (large jumps are not rare). |
| 3 is fractional Brownian motion. Most of the values form a band, but of varying width (dependence), and the values outside this band are mostly very small (large jumps are rare). |
| 4 is a multifractal forgery. |
| 5 is successive differences in IBM prices. |
| 6 is successive differences in dollar-Deutschmark exchange rates. |
| 7 is a multifractal forgery. |
| 8 is a multifractal forgery. |
