SOME DISTRIBUTIONAL PROPERTIES OF THE CONTINUOUS WAVELET TRANSFORM OFRANDOM-PROCESSES

Authors
AVERKAMP R HOUDRE C
Citation
R. Averkamp et C. Houdre, SOME DISTRIBUTIONAL PROPERTIES OF THE CONTINUOUS WAVELET TRANSFORM OFRANDOM-PROCESSES, IEEE transactions on information theory, 44(3), 1998, pp. 1111-1124
Citations number
13
Categorie Soggetti
Computer Science Information Systems","Engineering, Eletrical & Electronic","Computer Science Information Systems
Journal title
IEEE transactions on information theory → ACNP
ISSN journal
00189448
Volume
44
Issue
3
Year of publication
1998
Pages
1111 - 1124
Database
ISI
SICI code
0018-9448(1998)44:3<1111:SDPOTC>2.0.ZU;2-R
Abstract
Without finite moment conditions, some properties of random processes, such as stationarity and self-similarity, are characterized iia corre sponding properties of their wavelet transform. Anyone of these distri butional 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. Extensions of t hese results to random fields are then indicated.