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Stochastic perturbation approach to the wavelet‐based analysis
Author(s) -
Kamiński M.
Publication year - 2004
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.365
Subject(s) - mathematics , wavelet , random field , projection method , perturbation (astronomy) , algebraic number , stochastic process , probabilistic logic , mathematical optimization , algorithm , mathematical analysis , dykstra's projection algorithm , computer science , statistics , artificial intelligence , physics , quantum mechanics
The wavelet‐based decomposition of random variables and fields is proposed here in the context of application of the stochastic second order perturbation technique. A general methodology is employed for the first two probabilistic moments of a linear algebraic equations system solution, which are obtained instead of a single solution projection in the deterministic case. The perturbation approach application allows determination of the closed formulas for a wavelet decomposition of random fields. Next, these formulas are tested by symbolic projection of some elementary random field. Copyright © 2004 John Wiley & Sons, Ltd.

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