| P. Abry and D. Veitch. Wavelet analysis of lange range dependent traffic. preprint, 1996. |
....irregularity, and different global characterizations may be considered. We briefly recall in this section some of the most classical approaches. 2.1 Local irregularity Among several ways of measuring the local irregularity we will mention two. For simplicity we consider a signal X(t) defined on [0,1] which is nowhere Fractional Brownian motion. 187 differentiable 1 and define the analysis with respect to the dyadic intervals: I k n = k2 Gamman ; k 1)2 Gamman [ k = 0; 2 n Gamma 1; n 2 N Define the coarse Holder exponents through ff k n = Gamma 1 n log fi fi ....
.... Gamman ; k 1)2 Gamman [ k = 0; 2 n Gamma 1; n 2 N Define the coarse Holder exponents through ff k n = Gamma 1 n log fi fi fi X( k 1)2 Gamman ) Gamma X(k2 Gamman ) fi fi fi where all logarithms are taken to the base 2 and where log 0 : Gamma1. For a fixed t in [0,1] let (k n ) be such that I n (t) I kn n contains t. Then, k n 2 Gamman t as n 1. The limiting exponent at t ff(t) lim inf n 1 ff kn n is called the local Holder exponent of X at t. We mention in passing that the exponent considered usually is ff(t) lim inf 0 ff (t) ....
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P. Abry and D. Veitch. Wavelet analysis of lange range dependent traffic. preprint, 1996.
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P. Abry and D. Veitch. Wavelet analysis of lange range dependent traffic. preprint, 1996.
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