On entry: the number of steps (points) to be generated in realizations of the increments of the fractional Brownian motion. This must be the same value as supplied to
g05znc when calculating the eigenvalues of the embedding matrix.
Note: in the context of fractional Brownian motion,
ns represents the number of
steps from a zero starting state. Realizations returned in
z include this starting state and so
${\mathbf{ns}}+1$ values are returned for each realization.