2009-04-01, English, Article, Report edition: Linear fractional stable sheets: Wavelet expansion and sample path properties.(Report) Ayache, Antoine; Roueff, FrancOis; Xiao, Yimin

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Physical Description
  • Report
  • Magazine/​Journal article
Published
  • Elsevier B.V., 2009 April
Language
  • English

Edition details

Title
  • Linear fractional stable sheets: Wavelet expansion and sample path properties.(Report)
Also Titled
  • Linear fractional stable sheets: Wavelet expansion and sample path properties.
Appears In
  • Stochastic Processes and their Applications, v.119, no.4, 2009 April, p.1168(30) (ISSN: 0304-4149)
Author
  • Ayache, Antoine
  • Roueff, FrancOis
  • Xiao, Yimin
Published
  • Elsevier B.V., 2009 April
Physical Description
  • Report
  • Magazine/​Journal article
Subjects
Target Audience
  • Academic
Summary
  • To link to full-text access for this article, visit this link: http:/​/​dx.doi.org/​10.1016/​j.spa.2008.06.004 Byline: Antoine Ayache (a), Francois Roueff (b), Yimin Xiao (c) Abstract: In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [A. Ayache, F. Roueff, Y. Xiao, Local and asymptotic properties of linear fractional stable sheets, C.R. Acad. Sci. Paris Ser. I. 344 (6) (2007) 389-394]. By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the coordinate axes. The Hausdorff dimensions of the range and graph of these stable random fields are then derived. Author Affiliation: (a) UMR CNRS 8524, Laboratoire Paul Painleve, Bat. M2, Universite Lille 1, 59655 Villeneuve d'Ascq Cedex, France (b) TELECOM ParisTech, CNRS LTCI, Institut Telecom, 46, rue Barrault, 75634 Paris Cedex 13, France (c) Department of Statistics and Probability, Michigan State University, East Lansing, MI 48824, USA Article History: Received 23 October 2007; Revised 6 June 2008; Accepted 7 June 2008
Terms of Use
  • COPYRIGHT 2009 Elsevier B.V.
Language
  • English
Database
  • Gale Academic OneFile
Identifier
  • 350549158

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