Wavelets and stochastic processes

I. Antoniou and K. Gustafson

Mathematics and Computers in Simulation (MATCOM), 1999, vol. 49, issue 1, 81-104

Abstract: 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.

Keywords: Wavelet; Multiresolution analysis; Stochastic process; Kolmogorov system; Ergodic theory (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (17)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:49:y:1999:i:1:p:81-104

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