Artículos de revistas
Adaptive Martingale Approximations
Registro en:
Journal Of Fourier Analysis And Applications. Birkhauser Boston Inc, v. 14, n. 41795, n. 712, n. 743, 2008.
1069-5869
WOS:000261411300006
10.1007/s00041-008-9037-x
Autor
Catuogno, PJ
Ferrando, SE
Gonzalez, AL
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) H-systems are those orthonormal systems which allow computation of conditional expectations via a Fourier expansion. These systems provide natural approximations to continuous stochastic processes and we indicate how they could be used to perform lossy compression on a set of given signals. More specifically, we show how to construct, for a given random variable, an adaptive martingale approximation by means of generalized Haar functions. We also indicate how the construction can be extended to a given random vector. A generalized multiresolution analysis algorithm is also described and numerical examples are provided. 14 41795 712 743 Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) NSERC Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)