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Noise cascades and Lévy correlations - MaRDI portal

Noise cascades and Lévy correlations (Q2866160)

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scientific article; zbMATH DE number 6237957
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Noise cascades and Lévy correlations
scientific article; zbMATH DE number 6237957

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    Noise cascades and Lévy correlations (English)
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    13 December 2013
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    Lévy processes
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    correlation
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    noise cascade
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    The cascades of stochastic convolution filters are considered. They are supposed to be spatial, multi-dimensional and multi-directional. The main question of the discussion is: is there a universal form of spatial correlations? The assertion is that spherically symmetric Lévy correlations are the only form of spatial correlations that universally emerge in the noise cascade model.NEWLINENEWLINEThis result is explained in the supplementary material available at NEWLINENEWLINENEWLINE\url{http://iopscience.iop.org/1751-8121/46/39/392001/media}.
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