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Manifold indexed fractional fields

Jacques Istas (2012)

ESAIM: Probability and Statistics

(Local) self-similarity is a seminal concept, especially for Euclidean random fields. We study in this paper the extension of these notions to manifold indexed fields. We give conditions on the (local) self-similarity index that ensure the existence of fractional fields. Moreover, we explain how to identify the self-similar index. We describe a way of simulating Gaussian fractional fields.

Manifold indexed fractional fields∗

Jacques Istas (2012)

ESAIM: Probability and Statistics

(Local) self-similarity is a seminal concept, especially for Euclidean random fields. We study in this paper the extension of these notions to manifold indexed fields. We give conditions on the (local) self-similarity index that ensure the existence of fractional fields. Moreover, we explain how to identify the self-similar index. We describe a way of simulating Gaussian fractional fields.

Multidimensional Models for Methodological Validation in Multifractal Analysis

R. Lopes, I. Bhouri, S. Maouche, P. Dubois, M. H. Bedoui, N. Betrouni (2008)

Mathematical Modelling of Natural Phenomena

Multifractal analysis is known as a useful tool in signal analysis. However, the methods are often used without methodological validation. In this study, we present multidimensional models in order to validate multifractal analysis methods.

Multifractional processes with random exponent.

Antoine Ayache, Murad S. Taqqu (2005)

Publicacions Matemàtiques

Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter of Fractional Brownian Motion (FBM) with a stochastic process. This process need not be independent of the white noise generating the FBM. MPREs can be conveniently represented as random wavelet series. We will use this type of representation to study their Hölder regularity and their self-similarity.

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