Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools
Efficient tools to characterize stochastic processes are discussed. Quantifiers originally proposed within the framework of information theory, like entropy and statistical complexity, are translated into wavelet language, which renders the above quantifiers into tools that exhibit the important &qu...
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2007
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| Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v75_n2_p_Zunino http://hdl.handle.net/20.500.12110/paper_15393755_v75_n2_p_Zunino |
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paper:paper_15393755_v75_n2_p_Zunino2025-07-30T18:56:12Z Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools Brownian movement Computational complexity Computer simulation Gaussian noise (electronic) Information theory Probability distributions Wavelet transforms Fractional Gaussian noise Statistical complexity Wavelet theory Wavelet-based informational tools Random processes Efficient tools to characterize stochastic processes are discussed. Quantifiers originally proposed within the framework of information theory, like entropy and statistical complexity, are translated into wavelet language, which renders the above quantifiers into tools that exhibit the important "localization" advantages provided by wavelet theory. Two important and popular stochastic processes, fractional Brownian motion and fractional Gaussian noise, are studied using these wavelet-based informational tools. Exact analytical expressions are obtained for the wavelet probability distribution. Finally, numerical simulations are used to validate our analytical results. © 2007 The American Physical Society. 2007 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v75_n2_p_Zunino http://hdl.handle.net/20.500.12110/paper_15393755_v75_n2_p_Zunino |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Brownian movement Computational complexity Computer simulation Gaussian noise (electronic) Information theory Probability distributions Wavelet transforms Fractional Gaussian noise Statistical complexity Wavelet theory Wavelet-based informational tools Random processes |
| spellingShingle |
Brownian movement Computational complexity Computer simulation Gaussian noise (electronic) Information theory Probability distributions Wavelet transforms Fractional Gaussian noise Statistical complexity Wavelet theory Wavelet-based informational tools Random processes Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools |
| topic_facet |
Brownian movement Computational complexity Computer simulation Gaussian noise (electronic) Information theory Probability distributions Wavelet transforms Fractional Gaussian noise Statistical complexity Wavelet theory Wavelet-based informational tools Random processes |
| description |
Efficient tools to characterize stochastic processes are discussed. Quantifiers originally proposed within the framework of information theory, like entropy and statistical complexity, are translated into wavelet language, which renders the above quantifiers into tools that exhibit the important "localization" advantages provided by wavelet theory. Two important and popular stochastic processes, fractional Brownian motion and fractional Gaussian noise, are studied using these wavelet-based informational tools. Exact analytical expressions are obtained for the wavelet probability distribution. Finally, numerical simulations are used to validate our analytical results. © 2007 The American Physical Society. |
| title |
Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools |
| title_short |
Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools |
| title_full |
Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools |
| title_fullStr |
Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools |
| title_full_unstemmed |
Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools |
| title_sort |
characterization of gaussian self-similar stochastic processes using wavelet-based informational tools |
| publishDate |
2007 |
| url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v75_n2_p_Zunino http://hdl.handle.net/20.500.12110/paper_15393755_v75_n2_p_Zunino |
| _version_ |
1840325392279273472 |