Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)
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Publication:1565932
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
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
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- 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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