DocumentCode
772976
Title
On the continuous wavelet transform of second-order random processes
Author
Cambanis, Stamatis ; Houdré, Christian
Author_Institution
Dept. of Stat., North Carolina Univ., Chapel Hill, NC, USA
Volume
41
Issue
3
fYear
1995
fDate
5/1/1995 12:00:00 AM
Firstpage
628
Lastpage
642
Abstract
Some second-order properties of random processes such as periodic correlation, stationarity, harmonizability, self-similarity, are characterized via corresponding properties of their wavelet transform: any one of these properties of the wavelet transform characterizes the corresponding property of the increments of the random process, of order equal to the order of regularity of the analyzing wavelet. These results are then specialized to fractional Brownian motion and other self-similar processes
Keywords
Brownian motion; correlation theory; random processes; signal processing; wavelet transforms; continuous wavelet transform; fractional Brownian motion; harmonizability; periodic correlation; regularity; second-order random processes; self-similarity; stationarity; Brownian motion; Continuous wavelet transforms; Helium; Nonlinear filters; Random processes; Signal analysis; Signal processing; Statistics; Wavelet analysis; Wavelet transforms;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.382010
Filename
382010
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