Publication
We establish in the world of stochastic processes a theoretical relation between sparsity and wavelets. The underlying principle is to treat stochastic processes as generalized functions, which facilitates the study of their properties in a transform domain. We focus on symmetric--stable (SS) processes, with . They are central to a recently proposed framework for sparse stochastic processes. The case $0
Victor Panaretos, Yoav Zemel, Valentina Masarotto