• DocumentCode
    1197761
  • Title

    On the correlation structure of the wavelet coefficients of fractional Brownian motion

  • Author

    Dijkerman, Robert W. ; Mazumdar, Ravi R.

  • Author_Institution
    Nat. Aerosp. Lab., Amsterdam, Netherlands
  • Volume
    40
  • Issue
    5
  • fYear
    1994
  • fDate
    9/1/1994 12:00:00 AM
  • Firstpage
    1609
  • Lastpage
    1612
  • Abstract
    Shows that the interdependence of the discrete wavelet coefficients of fractional Brownian motion, defined by normalized correlation, decays exponentially fast across scales and hyperbolically fast along time
  • Keywords
    Brownian motion; correlation theory; random processes; stochastic processes; wavelet transforms; correlation structure; decay; fractional Brownian motion; normalized correlation; wavelet coefficients; Brownian motion; Decorrelation; Discrete transforms; Discrete wavelet transforms; Multiresolution analysis; Signal processing; Signal resolution; Stochastic processes; Wavelet analysis; Wavelet coefficients;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.333875
  • Filename
    333875
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1197761