Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
From MaRDI portal
Publication:1809001
DOI10.1007/BF01261639zbMath0948.60026OpenAlexW2095209441MaRDI QIDQ1809001
Yves Meyer, Murad S. Taqqu, Fabrice Sellan
Publication date: 7 November 2000
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/59619
self-similaritygeneralized functionsfractional derivativefractional Gaussian noisefractional ARIMAmidpoint displacement technique
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Strong limit theorems (60F15) Brownian motion (60J65) Self-similar stochastic processes (60G18) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)
Related Items
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. ⋮ A Wiener-Wintner theorem for \(1/f\) power spectra. ⋮ Stationary self-similar random fields on the integer lattice. ⋮ Hausdorff dimension of the graph of the fractional Brownian sheet ⋮ Uniform Convergence of Wavelet Expansions of Gaussian Random Processes ⋮ Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms ⋮ On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\) ⋮ Some prevalent sets in multifractal analysis: how smooth is almost every function in \(T_p^\alpha(x)\) ⋮ A generative model for fBm with deep ReLU neural networks ⋮ A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter ⋮ From the Brownian motion to a multifractal process using the Lévy-Ciesielski construction ⋮ On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases ⋮ Bayesian inverse problems with heterogeneous variance ⋮ On a class of self-similar processes with stationary increments in higher order Wiener chaoses ⋮ Multiresolution Hilbert approach to multidimensional Gauss-Markov processes ⋮ Unnamed Item ⋮ Modelling NASDAQ series by sparse multifractional Brownian motion ⋮ A useful result related with zeros of continuous compactly supported mother wavelets ⋮ Can continuous-time stationary stable processes have discrete linear representations? ⋮ Approximations of fractional Brownian motion ⋮ A note on approximation to multifractional Brownian motion ⋮ Approximation of fractional Brownian motion by martingales ⋮ Adaptive wavelet decompositions of stationary time series ⋮ Asymptotic equivalence for regression under fractional noise ⋮ Estimation of the Hurst parameter from discrete noisy data ⋮ Function Spaces Vs. Scaling Functions: Tools for Image Classification ⋮ Weak convergence to the fractional Brownian sheet using martingale differences ⋮ Type I and type II fractional Brownian motions: a reconsideration ⋮ A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm ⋮ Linear multifractional stable motion: representation via Haar basis ⋮ Localized bases in \(L^2(0,1)\) and their use in the analysis of Brownian motion ⋮ Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence ⋮ Wavelet-based simulation of fractional Brownian motion revisited ⋮ How rich is the class of multifractional Brownian motions? ⋮ A series expansion of fractional Brownian motion ⋮ Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet ⋮ Estimation of anisotropic Gaussian fields through Radon transform ⋮ Wavelet Statistics of Sparse and Self-Similar Images ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ Fourier Series Expansion of Stochastic Measures ⋮ Random walks and subfractional Brownian motion ⋮ On the wavelet-based simulation of anomalous diffusion ⋮ Representation Formulae for the Fractional Brownian Motion ⋮ Simulation of sub-Gaussian processes using wavelets ⋮ Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet ⋮ \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) ⋮ Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field) ⋮ Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space ⋮ ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability ⋮ Approximating some Volterra type stochastic integrals with applications to parameter estimation. ⋮ Convergence Rate of Wavelet Expansions of Gaussian Random Processes ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time series: theory and methods
- A wavelet Monte Carlo method for turbulent diffusion with many spatial scales
- The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
- CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION
- Long-range Dependence: Revisiting Aggregation with Wavelets
- Wavelet analysis and synthesis of fractional Brownian motion
- The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
- Self-Similar Probability Distributions
- Wavelet analysis of long-range-dependent traffic
- Fractional Brownian Motions, Fractional Noises and Applications
- Wavelet methods for pointwise regularity and local oscillations of functions
This page was built for publication: Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
