Singularity spectra of fractional Brownian motions as a multi-fractal

Chaos, Solitons and Fractals

Volumn 19, Issue 3, 2004, Pages 613-619

  Kim, T S ^a   Kim, S ^b  

^a Kyungpook National University   (South Korea)

^b Nonlinerar Complex Syst Laboratory   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

FOURIER TRANSFORMS; FRACTALS; RANDOM PROCESSES; SPECTRUM ANALYSIS; WAVELET TRANSFORMS;

POWER SPECTRUM DENSITY;

BROWNIAN MOVEMENT;

EID: 0042631213     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(03)00187-5     Document Type: Article

References (7)

1. Barton R.J., Poor H.V. Signal detection in fractional Gaussian noise. IEEE Trans. Inform. Theory. 34:1988;943-959.
2. Falconer K. Fractal geometry. 1990;John Wiley & Sons, Brisbane.
3. Feder J. Fractals. 1988;Plenum Press, New York.
4. Haykin S. Adaptive filter theory. 1996;Prentice-Hall, Englewood Cliffs, NJ.
5. Ghez J.M., Vaienti S. On the wavelet analysis for multifractal sets. J. Stat. Phys. 57(1):1989;415-420.
6. Kim T.S., Kim S. Relations between dimensions and differentiability of curves. Fract. Calculus Appl. Anal. 4(2):2001;135-142.
7. Uhm W., Kim S. Discrete wavelet analysis of multifractal measures and multi-affine signals. J. Korean Phys. Soc. 32(1):1998;1-7.