Confinement of the infrared divergence for the Mumford process |
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| Authors: | Batrice Vedel |
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| Institution: | aMathematisches Institut, Friedrich Schiller Universität, Ernst Abbe Platz 1-4, D07740 Jena, Germany |
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| Abstract: | The Mumford process X is a stochastic distribution modulo constant and cannot be defined as a stochastic distribution invariant in law by dilations. We present two expansions of X—using wavelet bases—in X=X0+X1 which allow us to confine the divergence on the “small term” X1 and which respect the invariance in law by dyadic dilations of the process. |
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| Keywords: | Mumford process Infrared divergence Wavelet bases Self similarity |
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