ACCURATE SYNTHESIS OF FRACTIONAL BROWNIAN-MOTION USING WAVELETS

Authors
STOKSIK MA LANE RG NGUYEN DT
Citation
Ma. Stoksik et al., ACCURATE SYNTHESIS OF FRACTIONAL BROWNIAN-MOTION USING WAVELETS, Electronics Letters, 30(5), 1994, pp. 383-384
Citations number
5
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Electronics Letters → ACNP
ISSN journal
00135194
Volume
30
Issue
5
Year of publication
1994
Pages
383 - 384
Database
ISI
SICI code
0013-5194(1994)30:5<383:ASOFBU>2.0.ZU;2-L
Abstract
The accurate synthesis of fractional Brownian motion using wavelets is investigated by an analysis of its second order statistics. The pract ical reasons for employing Haar wavelets in preference to other more c omplicated wavelets are also discussed.