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research article

On the Besov regularity of periodic Levy noises

Fageot, Julien  
•
Unser, Michael  
•
Ward, John Paul  
2017
Applied And Computational Harmonic Analysis

In this paper, we study the Besov regularity of Levy white noises on the d-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain regularity results for general Levy white noises. Then, we focus on two subclasses of noises: compound Poisson and symmetric-a-stable (including Gaussian), for which we make more precise statements. Before measuring regularity, we show that the question is well-posed; we prove that Besov spaces are in the cylindrical sigma-field of the space of generalized functions. These results pave the way to the characterization of the n-term wavelet approximation properties of stochastic processes. (C) 2015 Elsevier Inc. All rights reserved.

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Type
research article
DOI
10.1016/j.acha.2015.07.001
Web of Science ID

WOS:000389558300002

Author(s)
Fageot, Julien  
Unser, Michael  
Ward, John Paul  
Date Issued

2017

Publisher

Academic Press Inc Elsevier Science

Published in
Applied And Computational Harmonic Analysis
Volume

42

Issue

1

Start page

21

End page

36

Subjects

Levy white noise

•

Generalized stochastic processes

•

Besov spaces

•

Wavelet approximation

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIB  
Available on Infoscience
January 24, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/133482
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