| Type de publication : |
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Articles dans des revues avec comité de lecture |
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| Domaine : |
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| Titre : |
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Linear Fractional Stable Sheets: wavelet expansion and sample path properties |
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| Auteur(s) : |
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Antoine Ayache ( ) 1, François Roueff () 2, Yimin Xiao () 3 |
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| Laboratoire : |
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| Résumé : |
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In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007). By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the coordinate axes. The Hausdorff dimensions of the range and graph of these stable random fields are then derived. |
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Langue du texte
intégral : |
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Anglais |
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| Journal : |
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| Stochastic Processes and their Applications |
| Publisher |
Elsevier |
| ISSN |
0304-4149 |
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| Audience : |
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internationale |
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| Date de publication : |
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01/04/2009 |
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| Volume : |
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119 |
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| Numéro : |
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4 |
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| Page, identifiant, ... : |
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1168-1197 |
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| Mots Clés : |
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Wavelet analysis – stable processes – linear fractional stable sheet – modulus of continuity – Hausdorff dimension |
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| Classification : |
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60G52, 60G17; 60G60; 42B10; 28A80 |
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