Titre :

Linear Fractional Stable Sheets: wavelet expansion and sample path properties

Auteur(s) :

Ayache, Antoine [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Roueff, François [Auteur]
Laboratoire Traitement et Communication de l'Information [LTCI]
Xiao, Yimin [Auteur]

Titre de la revue :

Stochastic Processes and their Applications

Pagination :

1168-1197

Éditeur :

Elsevier

Date de publication :

2009-04-01

ISSN :

0304-4149

Mot(s)-clé(s) en anglais :

Wavelet analysis
stable processes
linear fractional stable sheet
modulus of continuity
Hausdorff dimension

Discipline(s) HAL :

Mathématiques [math]/Statistiques [math.ST]
Statistiques [stat]/Théorie [stat.TH]

Résumé en anglais : [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 ...
Lire la suite >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.Lire moins >

Langue :

Anglais

Comité de lecture :

Oui

Audience :

Internationale

Vulgarisation :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

Date de dépôt :

2025-01-24T16:41:34Z