Stationary self-similar random fields on the integer lattice. (Q1879508)

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scientific article; zbMATH DE number 2102363
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    Stationary self-similar random fields on the integer lattice.
    scientific article; zbMATH DE number 2102363

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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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