The Wavelet Analysis of Fractional Brownian Motion

Wang Qiao, Hu Yuju. The Wavelet Analysis of Fractional Brownian Motion[J]. Geomatics and Information Science of Wuhan University, 1995, 20(1): 66-70.

Citation:

Wang Qiao, Hu Yuju. The Wavelet Analysis of Fractional Brownian Motion[J]. Geomatics and Information Science of Wuhan University, 1995, 20(1): 66-70.

Citation:

Wang Qiao, Hu Yuju. The Wavelet Analysis of Fractional Brownian Motion[J]. Geomatics and Information Science of Wuhan University, 1995, 20(1): 66-70.

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.

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