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research article

Complex-order scale-invariant operators and self-similar processes

Amini, Arash
•
Fageot, Julien  
•
Unser, Michael  
September 1, 2024
Applied And Computational Harmonic Analysis

In this paper, we perform the joint study of scale -invariant operators and self -similar processes of complex order. More precisely, we introduce general families of scale -invariant complex -order fractional -derivation and integration operators by constructing them in the Fourier domain. We analyze these operators in detail, with special emphasis on the decay properties of their output. We further use them to introduce a family of complex -valued stable processes that are self -similar with complex -valued Hurst exponents. These random processes are expressed via their characteristic functionals over the Schwartz space of functions. They are therefore defined as generalized random processes in the sense of Gel'fand. Beside their self -similarity and stationarity, we study the Sobolev regularity of the proposed random processes. Our work illustrates the strong connection between scale -invariant operators and self -similar processes, with the construction of adequate complex -order scale -invariant integration operators being preparatory to the construction of the random processes.

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Type
research article
DOI
10.1016/j.acha.2024.101656
Web of Science ID

WOS:001239641000001

Author(s)
Amini, Arash
Fageot, Julien  
Unser, Michael  
Date Issued

2024-09-01

Publisher

Academic Press Inc Elsevier Science

Published in
Applied And Computational Harmonic Analysis
Volume

72

Article Number

101656

Subjects

Physical Sciences

•

Complex-Order Derivatives

•

Fractional-Derivatives

•

Generalized Random Processes

•

Hurst Exponent

•

Self-Similar Random Processes

•

Stable Distributions

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIB  
FunderGrant Number

Swiss National Science Foundation (SNSF)

P400P2_194364

Available on Infoscience
June 19, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/208758
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