分数布朗运动的小波分析

详细信息

The Wavelet Analysis of Fractional Brownian Motion

Dept. of Land Information & Cartesraphy, WTIJSM, 39 Luoyu Road, Wuhan, China, 430070

摘要: 给出了分数布朗运动的连续和离散小波分析,讨论了有关的性质,并将结果用于分维估值、分数布朗运动小波变换系数的相关性研究等方面。
- 分数布朗运动 /
- 分维数 /
- 小波分析 /
- 随机过程
Abstract: Fractional Brownian motions(fBm) provide useful fractal modeles for geographic information processing.In this paper,the continuous and discrete wavelet analysis of fBm are proposed.These results are used to estimate fractal dimension,and to study the correlation Structure of discrete wavelet coefficients of fBm,and the advantage of using wavelet analysis to study fBm be shown lastly.
- fractional Brownian motion /
- fractal dimension /
- wavelets /
- stochastic processes