Linear multifractional stable motion: representation via Haar basis

DOI10.1016/j.spa.2014.10.013zbMath1325.60053arXiv1405.5783OpenAlexW2106045870MaRDI QIDQ2253859

Julien Hamonier

Publication date: 13 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5783

zbMATH Keywords

random fieldHaar systemalmost sure convergencelinear multifractional stable motionwavelet series representations

Mathematics Subject Classification ID

Random fields (60G60) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stable stochastic processes (60G52)

Cites Work

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• Linear multifractional stable motion: fine path properties
• Ten Lectures on Wavelets
• Stochastic properties of the linear multifractional stable motion
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

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