Cart (Loading....) | Create Account
Close category search window

Stochastic discrete scale invariance and Lamperti transformation

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

3 Author(s)
Borgnat, P. ; Lab. de Phys., Ecole Normale Superieure de Lyon, France ; Flandrin, P. ; Amblard, P.-O.

We define and study stochastic discrete scale invariance (DSI), a property which requires invariance by dilation for certain preferred scaling factors only. We prove that the Lamperti transformation, known to map self-similar processes to stationary processes, is an important tool to study these processes and gives a more general connection: in particular between DSI and cyclostationarity. Some general properties of DSI processes are given. Examples of random sequences with DSI are then constructed and illustrated. We address finally the problem of analysis of DSI processes, first using the inverse Lamperti( 1962) transformation to analyse DSI processes by means of cyclostationary methods. Second we propose to re-write these tools directly in a Mellin formalism

Published in:

Statistical Signal Processing, 2001. Proceedings of the 11th IEEE Signal Processing Workshop on

Date of Conference:


Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.