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Zunino, L.; Pérez, D.G.; Martín, M.T.; Plastino, A.; Garavaglia, M.; Rosso, O.A. "Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools" (2007) Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 75(2)
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Abstract:

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.

Registro:

Documento: Artículo
Título:Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools
Autor:Zunino, L.; Pérez, D.G.; Martín, M.T.; Plastino, A.; Garavaglia, M.; Rosso, O.A.
Filiación:Centro de Investigaciones Ópticas, casilla de correo 124 Correo Central, 1900 La Plata, Argentina
Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina
Instiuto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile
Instituto de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP), casilla de correo 727, 1900 La Plata, Argentina
Argentina's National Research Council (CONICET), Argentina
Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina
Chaos and Biology Group, Instituto de Cálculo, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina
Palabras clave: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
Año:2007
Volumen:75
Número:2
DOI: http://dx.doi.org/10.1103/PhysRevE.75.021115
Título revista:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
Título revista abreviado:Phys. Rev. E Stat. Nonlinear Soft Matter Phys.
ISSN:15393755
CODEN:PLEEE
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v75_n2_p_Zunino

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Citas:

---------- APA ----------
Zunino, L., Pérez, D.G., Martín, M.T., Plastino, A., Garavaglia, M. & Rosso, O.A. (2007) . Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 75(2).
http://dx.doi.org/10.1103/PhysRevE.75.021115
---------- CHICAGO ----------
Zunino, L., Pérez, D.G., Martín, M.T., Plastino, A., Garavaglia, M., Rosso, O.A. "Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools" . Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 75, no. 2 (2007).
http://dx.doi.org/10.1103/PhysRevE.75.021115
---------- MLA ----------
Zunino, L., Pérez, D.G., Martín, M.T., Plastino, A., Garavaglia, M., Rosso, O.A. "Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools" . Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, vol. 75, no. 2, 2007.
http://dx.doi.org/10.1103/PhysRevE.75.021115
---------- VANCOUVER ----------
Zunino, L., Pérez, D.G., Martín, M.T., Plastino, A., Garavaglia, M., Rosso, O.A. Characterization of Gaussian self-similar stochastic processes using wavelet-based informational tools. Phys. Rev. E Stat. Nonlinear Soft Matter Phys. 2007;75(2).
http://dx.doi.org/10.1103/PhysRevE.75.021115