ON THE CONTINUOUS WAVELET TRANSFORM OF 2ND-ORDER RANDOM-PROCESSES

Authors
CAMBANIS S HOUDRE C
Citation
S. Cambanis et C. Houdre, ON THE CONTINUOUS WAVELET TRANSFORM OF 2ND-ORDER RANDOM-PROCESSES, IEEE transactions on information theory, 41(3), 1995, pp. 628-642
Citations number
15
Categorie Soggetti
Information Science & Library Science","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on information theory → ACNP
ISSN journal
00189448
Volume
41
Issue
3
Year of publication
1995
Pages
628 - 642
Database
ISI
SICI code
0018-9448(1995)41:3<628:OTCWTO>2.0.ZU;2-P
Abstract
Some second-order properties of random processes such as periodic corr elation, stationarity, harmonizability, self-similarity, are character ized via corresponding properties of their wavelet transform: any one of these properties of the wavelet transform characterizes the corresp onding property of the increments of the random process, of order equa l to the order of regularity of the analyzing wavelet, These results a re then specialized to fractional Brownian motion and other self-simil ar processes.