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APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS 3, 377 383 (1996) ARTICLE NO. 0030
 

Summary: APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS 3, 377 383 (1996)
ARTICLE NO. 0030
LETTER TO THE EDITOR
The Wavelet-Based Synthesis
for Fractional Brownian Motion
Proposed by F. Sellan and Y. Meyer:
Remarks and Fast Implementation
Patrice Abry1,3
and Fabrice Sellan2,3
Communicated by Yves Meyer on April 25, 1996
Abstract--The aim of this communication is to propose
some complementary remarks and interpretation on the wavelet-
based synthesis technique for fractional Brownian motion
proposed by Sellan in 1995. These comments will lead us to
propose a fast and efficient pyramidal filter bank-based Mallat-
type algorithm, which permits an easy and efficient imple-
mentation of this synthesis technique. c 1996 Academic Press, Inc.
1. MOTIVATION
Fractional Brownian motion. Fractional Brownian mo-
tion (hereafter fBm) is a continuous-time random process

  

Source: Abry, Patrice - Laboratoire de Physique, Ecole Normale Supérieure de Lyon

 

Collections: Engineering