Wavelet-based simulation of fractional Brownian motion revisited (Q2484415): Difference between revisions

The author considers wavelet-based simulation procedures for fractional Brownian motion, paying special attention to the one proposed by Abry and Sellan and a wavelet expansion by Sellan, Meyer et al. for decorrelation of high-frequencies, and a pyramidal Mallat-type scheme. He is interested in the working of such methods, investigates the structure of low- and high-pass filters and suggests modifications to the algorithms.