DISTRIBUTION OF LINEAR FRACTAL INTERPOLATION FUNCTION FOR RANDOM DATASET WITH STABLE NOISE
Mohit Kumar,
Neelesh S. Upadhye and
A. K. B. Chand
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Mohit Kumar: Department of Mathematics, Indian Institute of Technology Madras, Chennai 600036, India
Neelesh S. Upadhye: Department of Mathematics, Indian Institute of Technology Madras, Chennai 600036, India
A. K. B. Chand: Department of Mathematics, Indian Institute of Technology Madras, Chennai 600036, India
FRACTALS (fractals), 2021, vol. 29, issue 04, 1-12
Abstract:
In this paper, we derive the probability distribution of linear fractal interpolation function (FIF) for a random dataset on ℠2, where randomness in the data is induced, using α-stable noise, in the second coordinate. In particular, we show that the distribution of linear FIF, at any point (on the first coordinate), is also stable, but with different parameters which can be estimated. Finally, we also provide statistical validity of our results.
Keywords: Fractal Interpolation Function; Random Fractal Function; Distribution of Linear Fractal Interpolation Function; Stable Distribution; Stable Noise (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:fracta:v:29:y:2021:i:04:n:s0218348x21500869
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DOI: 10.1142/S0218348X21500869
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