Central Limit Theorems for Wavelet Packet Decompositions of Stationary Random Processes

This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of any given path of the $M$-band wavelet packet decomposition tree. It is shown that if the input process is centred and strictly stationary, these sequences converge in distribution to white Gaussian processes when the resolution level increases, provided that the decomposition filters satisfy a suitable property of regularity. For any given path, the variance of the limit white Gaussian process directly relates to the value of the input process power spectral density at a specific frequency.Comment: Submitted to the IEEE Transactions on Signal Processing, October 200

Covariant representations for matrix-valued transfer operators

Motivated by the multivariate wavelet theory, and by the spectral theory of transfer operators, we construct an abstract affine structure and a multiresolution associated to a matrix-valued weight. We describe the one-to-one correspondence between the commutant of this structure and the fixed points of the transfer operator. We show how the covariant representation can be realized on $\mathbb{R}^n$ if the weight satisfies some low-pass condition.Comment: new version, motivation adde