Karhunen-Loeve-Like Expansion for I/f Processes via Wavelets

摘要

While so-called I/f or scaling processes emerge regularly in modeling a widerange of natural phenomena, as yet no entirely satisfactory framework has been described for the analysis of such processes. Orthonormal wavelet bases are used to provide a new construction for nearly I/f processes from a set of uncorrelated random variables. Reprints. (jhd)