Title of article
Linear fractional stable sheets: Wavelet expansion and sample path properties
Author/Authors
Ayache، نويسنده , , Antoine and Roueff، نويسنده , , François and Xiao، نويسنده , , Yimin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
30
From page
1168
To page
1197
Abstract
In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [A. Ayache, F. Roueff, Y. Xiao, Local and asymptotic properties of linear fractional stable sheets, C.R. Acad. Sci. Paris Ser. I. 344 (6) (2007) 389–394]. 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.
Keywords
Linear fractional stable sheet , Wavelet analysis , Stable processes , Hausdorff dimension , Modulus of continuity
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578100
Link To Document