On the correlation structure of the wavelet coefficients of fractional Brownian motion

On the correlation structure of the wavelet coefficients of fractional Brownian motion

Shows that the interdependence of the discrete wavelet coefficients of fractional Brownian motion, defined by normalized correlation, decays exponentially fast across scales and hyperbolically fast along time.< >

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Veröffentlicht in:IEEE transactions on information theory 1994-09, Vol.40 (5), p.1609-1612
Hauptverfasser: Dijkerman, R.W., Mazumdar, R.R.
Format: Artikel
Sprache:eng
Schlagworte:
Brownian motion
Communications
Decorrelation
Discrete transforms
Discrete wavelet transforms
Mathematics
Multiresolution analysis
Signal processing
Signal resolution
Stochastic processes
Wavelet analysis
Wavelet coefficients
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Beschreibung
Zusammenfassung:Shows that the interdependence of the discrete wavelet coefficients of fractional Brownian motion, defined by normalized correlation, decays exponentially fast across scales and hyperbolically fast along time.< >
ISSN:0018-9448
1557-9654
DOI:10.1109/18.333875