Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion

DOI10.1007/S10959-007-0101-2MaRDI QIDQ2481390zbMATH OpenOpenAlexFDO

Authors Antoine Ayache, Werner Linde

Publication date 9 April 2008

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0101-2

zbMATH Keywords

random fieldsfractional Brownian motionself-similar setswavelet representationapproximation of operators and processesHölder operators

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

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Cited in

(8)

• Realizations and factorizations of positive definite kernels
• The \(n\)-term approximation of periodic generalized Lévy processes
• Rate optimality of wavelet series approximations of fractional Brownian motion
• Stochastics and dynamics of fractals
• Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields
• An optimal wavelet series expansion of the Riemann-Liouville process
• An optimal series expansion of the multiparameter fractional Brownian motion
• Smooth approximations for fractional and multifractional fields

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