On the dependence structure of wavelet coefficients for spherical random fields

We consider the correlation structure of the random coefficients for a class of wavelet systems on the sphere (labelled Mexican needlets) which was recently introduced in the literature by [D. Geller, A. Mayeli, Nearly tight frames and space–frequency analysis on compact manifolds, Preprint, 2007. arxiv:0706.3642v2]. We provide necessary and sufficient conditions for these coefficients to be asymptotically uncorrelated in the real and in the frequency domain. Here, the asymptotic theory is developed in the high frequency sense. Statistical applications are also discussed, in particular with reference to the analysis of cosmological data.