Stationary self-similar random fields on the integer lattice. (Q1879508)
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| Language | Label | Description | Also known as |
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| English | Stationary self-similar random fields on the integer lattice. |
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Stationary self-similar random fields on the integer lattice. (English)
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22 September 2004
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The paper presents a construction of self-similar random fields on the integer lattice. The construction is based on random wavelet expansion, i.e. a given kernel (the mother wavelet) is translated and scaled w.r.t. a random measure. It is shown that the idea works provided kernel with a compact support or from Schwartz space of infinitely differentiable functions.
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stationary self-similar process
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random wavelet expansion
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multiple stochastic integral
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invariance under independent scaling
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