Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)

DOI10.1016/S1631-073X(02)02603-1zbMath1014.60057OpenAlexW2012938004MaRDI QIDQ1565932

Monique Pontier, Antoine Ayache, Stéphanie Leger

Publication date: 27 May 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02603-1

zbMATH Keywords

random fieldfractional integrationsimulation algorithm

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (6)

Functional limit theorems for generalized variations of the fractional Brownian sheet ⋮ Hausdorff dimension of the graph of the fractional Brownian sheet ⋮ Invariance principles for self-similar set-indexed random fields ⋮ On intersections of independent anisotropic Gaussian random fields ⋮ Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence

Cites Work

• Unnamed Item
• On fractional Brownian processes
• Elliptic Gaussian random processes
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• Fractional Brownian Fields as Integrals of White Noise
• Ten Lectures on Wavelets
• Drap brownien fractionnaire
• The generalized multifractional Brownian motion

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