Fractal time series -- A tutorial review.
The methodology of fractal interpolation is very useful for processing experimental signals in order to extract their characteristics of complexity. We go further and prove that the Iterated Function System involved may also be used to obtain new approximants that are close to classical ones. In this work a classical function and a fractal function are combined to construct a new interpolant. The fractal function is first defined as a perturbation of a classical mapping. The additional condition...
Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the b-adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/b. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each H∈(0, 1) the martingale (Bn)n≥1 obtained when the weights take the values −b−H...
“The kernel functor” from the category of archimedean lattice-ordered groups with distinguished weak unit onto LFrm, of Lindelöf completely regular frames, preserves and reflects monics. In , monics are one-to-one, but not necessarily so in LFrm. An embedding for which is one-to-one is termed kernel-injective, or KI; these are the topic of this paper. The situation is contrasted with kernel-surjective and -preserving (KS and KP). The -objects every embedding of which is KI are characterized;...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder exponents and in a global way by fractal dimensions. In the case of multiparameter Gaussian random fields, Adler proved that these two concepts are connected under the assumption of increment stationarity property. The aim of this paper is to consider the case of Gaussian fields without any stationarity condition. More precisely, we prove that almost surely the Hausdorff dimensions of the range and the graph...
Necessary and sufficient oscillation conditions are given for a weakly convergent sequence (resp. relatively weakly compact set) in the Bochner-Lebesgue space to be norm convergent (resp. relatively norm compact), thus extending the known results for . Similarly, necessary and sufficient oscillation conditions are given to pass from weak to limited (and also to Pettis-norm) convergence in . It is shown that tightness is a necessary and sufficient condition to pass from limited to strong convergence....