| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9500284 | Applied and Computational Harmonic Analysis | 2005 | 12 Pages |
Abstract
We reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed by Abry and Sellan. We clarify in what sense the wavelet-based simulation procedure works, shed light on the structure of associated fractional low- and high-pass filters, and consequently suggest some modifications to the simulation algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Vladas Pipiras,