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International Conference on Statistics, Combinatorics and Related Areas - 7th International Conference of the Forum for Interdisciplinary Mathematics
December 19-21, 2000
Indian Institute of Technology-Bombay
Mumbai, Maharastra, India

Organizers
Satya N. Mishra (University of South Alabama), Sanjeev V. Sabnis (IIT, Bombay)

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Wavelet Analysis of Quasi-Stationary Stochastic Processes
by
Marco Silles
Roche Diagnostics GmbH, Mannheim, GERMANY
Coauthors: Jose M. Angulo (University of Granada, SPAIN)

Quasi-stationary processes are characterized by having a non-stationary covariance function but a stationary correlation structure. In order to handle these processes, weighted spaces in terms of a suitable scalar product are introduced. Wavelets developed for these spaces thus carry the information of the weighting structure. A Karhunen-Loeve-like expansion is then obtained to represent in appropriate multiscale form the structure of the non-stationary and the stationary parts in the structure of quasi-stationary processes.

Date received: November 16, 2000

Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cafx-13.