Publication

Compressibility of Symmetric-α-Stable Processes

Michaël Unser, Julien René Fageot
2015
Conference Papers

Abstract

Within a deterministic framework, it is well known that n-term wavelet approximation rates of functions can be deduced from their Besov regularity. We use this principle to determine approximation rates for symmetric-α-stable (SαS) stochastic processes. First, we characterize the Besov regularity of SαS processes. Then the n-term approximation rates follow. To capture the local smoothness behavior, we consider sparse processes defined on the circle that are solutions of stochastic differential equations.

Official source

https://infoscience.epfl.ch/entities/publication/a766c3ed-5371-40d0-b8f0-50c237a22d21

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Compressibility of Symmetric-α-Stable Processes

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