Linear Fractional Stable Sheets: wavelet ...
Document type :
Article dans une revue scientifique: Article original
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Title :
Linear Fractional Stable Sheets: wavelet expansion and sample path properties
Author(s) :
Ayache, Antoine [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Roueff, François [Auteur]
Laboratoire Traitement et Communication de l'Information [LTCI]
Xiao, Yimin [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Roueff, François [Auteur]
Laboratoire Traitement et Communication de l'Information [LTCI]
Xiao, Yimin [Auteur]
Journal title :
Stochastic Processes and their Applications
Pages :
1168-1197
Publisher :
Elsevier
Publication date :
2009-04-01
ISSN :
0304-4149
English keyword(s) :
Wavelet analysis
stable processes
linear fractional stable sheet
modulus of continuity
Hausdorff dimension
stable processes
linear fractional stable sheet
modulus of continuity
Hausdorff dimension
HAL domain(s) :
Mathématiques [math]/Statistiques [math.ST]
Statistiques [stat]/Théorie [stat.TH]
Statistiques [stat]/Théorie [stat.TH]
English abstract : [en]
In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007). By using this representation, in the case ...
Show more >In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007). By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the coordinate axes. The Hausdorff dimensions of the range and graph of these stable random fields are then derived.Show less >
Show more >In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007). By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the coordinate axes. The Hausdorff dimensions of the range and graph of these stable random fields are then derived.Show less >
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
Collections :
Source :
Submission date :
2025-01-24T16:41:34Z
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