On non-scale-invariant infinitely divisible cascades

IEEE Transactions on Information Theory

Volumn 51, Issue 3, 2005, Pages 1063-1083

  Chainais, Pierre ^a   Riedi, Rudolf ^b   Abry, Patrice ^c  

^a UNIVERSITÉ CLERMONT AUVERGNE   (France)

^b Rice University   (United States)

^c UNIVERSITÉ DE LYON   (France)

Author keywords

Fractional Brownian motion; Infinitely divisible cascades (IDC); Multifractal; Multiplicative cascades; Multiscaling; Random walk; Turbulence

Indexed keywords

ALGORITHMS; BROWNIAN MOVEMENT; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; LAPLACE TRANSFORMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; POISSON DISTRIBUTION; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS; THEOREM PROVING;

FRACTIONAL BROWNIAN MOTION; INFINITELY DIVISIBLE CASCADES (IDC); MULTIPLICATIVE CASCADES; RANDOM WALK;

INFORMATION THEORY;

EID: 15044344889     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2004.842570     Document Type: Article

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