DocumentCode
1191868
Title
Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
Author
Tewfik, Ahmed H. ; Kim, M.
Author_Institution
Dept. of Electr. Eng., Minnesota Univ., Minneapolis, MN, USA
Volume
38
Issue
2
fYear
1992
fDate
3/1/1992 12:00:00 AM
Firstpage
904
Lastpage
909
Abstract
It is shown that the discrete wavelet coefficients of fractional Brownian motion at different scales are correlated and that their auto- and cross-correlation functions decay hyperbolically fast at a rate much faster than that of the autocorrelation of the fractional Brownian motion itself. The rate of decay of the correlation function in the wavelet domain is primarily determined by the number of vanishing moments of the analyzing wavelet.<>
Keywords
Brownian motion; correlation theory; stochastic processes; transforms; autocorrelation; cross-correlation functions; decay rate; discrete wavelet coefficients; fractional Brownian motion; Brownian motion; Filters; Image coding; Probability; Signal processing; Signal resolution; Speech processing; Wavelet analysis; Wavelet coefficients; Wavelet domain;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.119750
Filename
119750
Link To Document