Compound Poisson Cascades

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dc.citation.bibtexNameinproceedingsen_US
dc.citation.conferenceNameProc. Colloque "Autosimilarite et Applications", Univ Blaise Pascal, Clermont-Ferranten_US
dc.citation.locationClermont-Ferrant, Franceen_US
dc.contributor.authorChainais , Pierreen_US
dc.contributor.authorRiedi, Rudolf H.en_US
dc.contributor.authorAbry, Patriceen_US
dc.contributor.orgCenter for Multimedia Communications (http://cmc.rice.edu/)en_US
dc.contributor.orgDigital Signal Processing (http://dsp.rice.edu/)en_US
dc.date.accessioned2007-10-31T00:38:38Zen_US
dc.date.available2007-10-31T00:38:38Zen_US
dc.date.issued2002-05-01en_US
dc.date.modified2004-09-03en_US
dc.date.note2002-12-05en_US
dc.date.submitted2002-05-01en_US
dc.descriptionConference paperen_US
dc.description.abstractMultiplicative processes and multifractals proved useful in various applications ranging from hydrodynamic turbulence to computer network traffic, to name but two. Placing multifractal analysis in the more general framework of infinitely divisible laws, we design processes which possess at the same time stationary increments as well as multifractal and more general infinitely divisible scaling over a continuous range of scales. The construction is based on a Poissonian geometry to allow for continuous multiplication. As they possess compound Poissonian statistics we term the resulting processes compound Poisson cascades. We explain how to tune their correlation structure, as well as their scaling properties, and hint at how to go beyond scaling in form of pure power laws towards more general infinitely divisible scaling. Further, we point out that these cascades represent but the most simple and most intuitive case out of an entire array of infinitely divisible cascades allowing to construct general infinitely divisible processes with interesting scaling properties.en_US
dc.description.sponsorshipNational Science Foundationen_US
dc.identifier.citationP. Chainais , R. H. Riedi and P. Abry, "Compound Poisson Cascades," 2002.en_US
dc.identifier.urihttps://hdl.handle.net/1911/19766en_US
dc.language.isoengen_US
dc.subjectProcess synthesisen_US
dc.subjectInfinitely divisible cascadeen_US
dc.subjectmultifractal processen_US
dc.subjectcompound Poisson distributionen_US
dc.subjectBrownian motionen_US
dc.subjectmultifractal timeen_US
dc.subjectrandom walk.en_US
dc.subject.keywordProcess synthesisen_US
dc.subject.keywordInfinitely divisible cascadeen_US
dc.subject.keywordmultifractal processen_US
dc.subject.keywordcompound Poisson distributionen_US
dc.subject.keywordBrownian motionen_US
dc.subject.keywordmultifractal timeen_US
dc.subject.keywordrandom walk.en_US
dc.subject.otherWavelet based Signal/Image Processingen_US
dc.subject.otherMultiscale Methodsen_US
dc.subject.otherMultifractalsen_US
dc.subject.otherSignal Processing Applicationsen_US
dc.titleCompound Poisson Cascadesen_US
dc.typeConference paperen_US
dc.type.dcmiTexten_US
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