Some distributional properties of the continuous wavelet transform of random processes

被引：9

作者：

Averkamp, R ^{[1
]}

Houdre, C

机构：

[1] Univ Freiburg, Inst Math Stochastik, D-79104 Freiburg, Germany

[2] Georgia Inst Technol, Sch Math, SE Appl Anal Ctr, Atlanta, GA 30332 USA

[3] Georgia Inst Technol, Sch Math, Ctr Appl Probabil, Atlanta, GA 30332 USA

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1998年 / 44卷 / 03期

基金：

美国国家科学基金会;

关键词：

fractional Brownian fields; random fields; random processes; wavelet transform;

D O I：

10.1109/18.669179

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Without finite moment conditions, some properties of random processes, such as stationarity and self-similarity, are characterized iia corresponding properties of their wavelet transform. Anyone of these distributional properties of the wavelet transform characterizes the corresponding property of the increments of the random process, of order equal to the order of regularity of the analyzing wavelet. Extensions of these results to random fields are then indicated.

引用

页码：1111 / 1124

页数：14

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