Convergence ofp-Stable Random Fractional Wavelet Series and Some of Its Properties

DOI10.1109/TIT.2020.2987790MaRDI QIDQ5124545zbMATH OpenOpenAlexFDO

Authors Juan Miguel Medina, Fernando Dobarro, Bruno Cernuschi-Frias

Publication date 29 September 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.07153

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)

Abstract: For appropriate orthonormal wavelet basis ${ps{i}_{j,k}^e}_{jinmathbbZ,kinmathbb{Z}^d,ein{0,1}^d}$, constants $p$ and $gamma$, if $mathcal{I}_{gamma}$ denotes the Riesz fractional integral operator of order $gamma$ and $(et{a}_{j,k,e}{)}_{jinmathbbZkinmathbb{Z}^d,ein{0,1}^d}$ a sequence of independent identically distributed symmetric $p$-stable random variables, we investigate the convergence of the series $sumlimit{s}_{j,k,e}et{a}_{j,k,e}mathcal{I}_{gamma}ps{i}_{j,k,}^e$. Similar results are also studied for modified fractional integral operators. Finally, some geometric properties related to self similarity are studied.

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