DocumentCode :
772976
Title :
On the continuous wavelet transform of second-order random processes
Author :
Cambanis, Stamatis ; Houdré, Christian
Author_Institution :
Dept. of Stat., North Carolina Univ., Chapel Hill, NC, USA
Volume :
41
Issue :
3
fYear :
1995
fDate :
5/1/1995 12:00:00 AM
Firstpage :
628
Lastpage :
642
Abstract :
Some second-order properties of random processes such as periodic correlation, stationarity, harmonizability, self-similarity, are characterized via corresponding properties of their wavelet transform: any one of these properties of the wavelet transform characterizes the corresponding property of the increments of the random process, of order equal to the order of regularity of the analyzing wavelet. These results are then specialized to fractional Brownian motion and other self-similar processes
Keywords :
Brownian motion; correlation theory; random processes; signal processing; wavelet transforms; continuous wavelet transform; fractional Brownian motion; harmonizability; periodic correlation; regularity; second-order random processes; self-similarity; stationarity; Brownian motion; Continuous wavelet transforms; Helium; Nonlinear filters; Random processes; Signal analysis; Signal processing; Statistics; Wavelet analysis; Wavelet transforms;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/18.382010
Filename :
382010
Link To Document :
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