Wavelets and stochastic processes

Wavelets are known to have intimate connections to several other parts of mathematics, notably phase-space analysis of signal processing, reproducing kernel Hilbert spaces, coherent states in quantum mechanics, spline approximation theory, windowed Fourier transforms, and filter banks. Here, we establish and survey a new connection, namely to stochastic processes. Key to this link are the Kolmogorov systems of ergodic theory.

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Year of publication:	1999
Authors:	Antoniou, I. ; Gustafson, K.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 49.1999, 1, p. 81-104
Publisher:	Elsevier
Subject:	Wavelet \| Multiresolution analysis \| Stochastic process \| Kolmogorov system \| Ergodic theory

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749888