On high-dimensional wavelet eigenanalysis

arXiv2102.05761MaRDI QIDQ6360348

B. Cooper Boniece, Patrice Abry, Herwig Wendt, Gustavo Didier

Publication date: 10 February 2021

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60B20: Random matrices (probabilistic aspects)