By Topic

On the wavelet transform of fractional Brownian motion

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)

A theorem characterizing fractional Brownian motion by the covariance structure of its wavelet transform is established. The authors examine whether there are alternate Gaussian processes whose wavelet transforms have a natural covariance structure. In addition, the authors examine if there are any Gaussian processes whose wavelet transform is stationary with respect to the affine group (i.e. the statistics of the wavelet transform do not depend on translations and dilations of the process)

Published in:

Information Theory, IEEE Transactions on  (Volume:37 ,  Issue: 4 )