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On the correlation structure of the wavelet coefficients of fractional Brownian motion

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2 Author(s)
Dijkerman, R.W. ; Nat. Aerosp. Lab., Amsterdam, Netherlands ; Mazumdar, R.R.

Shows that the interdependence of the discrete wavelet coefficients of fractional Brownian motion, defined by normalized correlation, decays exponentially fast across scales and hyperbolically fast along time

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Information Theory, IEEE Transactions on  (Volume:40 ,  Issue: 5 )