Determination of the Hurst exponent by use of wavelet transforms

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 58, Issue 3, 1998, Pages 2779-2787

  Simonsen, Ingve ^a   Hansen, Alex ^a   Nes, Olav Magnar ^b  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b SINTEF PETROLEUM RESEARCH   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001402215     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.58.2779     Document Type: Article

References (26)

1. P. Meakin, Phys. Rep. 235, 189 (1993).PRPLCM
2. L. Barabasi and H. E. Stanley, Fractal Growth Models (Cambridge University Press, Cambridge, 1995).
3. E. Bouchaud, G. Lapasset, and J. Planès, Europhys. Lett. 13, 73 (1990).EULEEJ
4. A. Hansen and O. M. Nes (unpublished).
5. T. Vicsek, M. Cserzö, and V. K. Horváth, Physica A 167, 315 (1990).PHYADX
6. P. Bak, M. Paczuski, and M. Shubik, cond-mat/9609144 (unpublished).
7. J. Schmittbuhl, J. P. Vilotte, and S. Roux, Phys. Rev. E 51, 131 (1995).PLEEE8
8. A. Arneodo, E. Bacry, and J. F. Muzy, Physica A 213, 232 (1995).PHYADX
9. C. J. Jones, G. T. Lonergan, and D. E. Mainwaring, J. Phys. A 29, 2509 (1996).JPHAC5
10. Z. R. Struzik, Fractals 3, 329 (1995).FRACEG
11. Z. R. Struzik, Fractals 4, 469 (1996).FRACEG
12. J. Feder, Fractals (Plenum, New York, 1988).
13. K. Falconer, Fractal Geometry: Mathematical Foundations and Applications (Wiley, Chichester, 1990).
14. I. Daubechies, Ten Lectures on Wavelets (SIAM, Philadelphia, 1992).
15. W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes, 2nd ed. (Cambridge University Press, Cambridge, 1992).
16. R. F. Voss, Scaling Phenomena in Disordered Systems (Plenum, New York, 1985).
17. For wavelets of other types than the Daubechies family, the wavelet order n has to be larger then the Hölder exponent of the strongest singularity present 1819.
18. S. Mallat and W. L. Hwang, IEEE Trans. Inf. Theory 38, 617 (1992).IETTAW
19. J. F. Muzy, E. Bacry, and A. Arneodo, Int. J. Bifurcation Chaos Appl. Sci. Eng. 4, 215 (1994).IJBEE4
20. A. Hansen, T. Engøy, and K. J. Måløy, Fractals 2, 527 (1994).FRACEG
21. M. Aguilar, E. Anguiano, F. Vazquez, and M. Pancorbo, J. Microsc. 167, 197 (1992).JMICAR
22. J. Schmittbuhl (unpublished).
23. J. Schmittbuhl, S. Roux, and Y. Berthaud, Europhys. Lett. 28, 585 (1994).EULEEJ
24. K. J. Måløy, A. Hansen, E. L. Hinrichsen, and S. Roux, Phys. Rev. Lett. 68, 213 (1992).PRLTAO
25. E. Bouchaud, G. Lapasset, J. Planès, and S. Navéos, Phys. Rev. B 48, 2917 (1993).PRBMDO
26. Data from B. Vidakovic, http://www.isds.duke.edu/∼brani/ datapro.html.