A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm.
Dawei HongShushuang ManJean-Camille BirgetDesmond S. LunPublished in: J. Appl. Probab. (2014)
Keyphrases
- parallel algorithm
- fractional brownian motion
- long range
- non stationary
- dominant points
- long range dependence
- parallel computation
- fractal dimension
- multiresolution
- parallel programming
- random fields
- medial axis transform
- shared memory
- parallel version
- financial markets
- binary search trees
- parallel implementations
- approximation algorithms
- discovery of association rules
- cluster of workstations
- image segmentation
- polygonal approximation
- network traffic