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A law of iterated logarithm for the wavelet transforms of i.i.d. random variables

✍ Scribed by Haiyan Cai

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 106 KB
Volume: 60
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00290-0

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✦ Synopsis

We apply a general result on the law of iterated logarithm to the wavelet transforms of i.i.d. random variables and show that a version of this law holds under some regularity conditions on the wavelet. This result provides asymptotic estimates of the rate of decay of the wavelet coe cients at intermediate scaling levels.

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