Statistics of wavelet coefficients for sparse self-similar images

We study the statistics of wavelet coefficients of non-Gaussian images, focusing mainly on the behaviour at coarse scales. We assume that an image can be whitened by a fractional Laplacian operator, which is consistent with an ∥ω∥-γ spectral decay. In other words, we model images as sparse and self-similar stochastic processes within the framework of generalised innovation models. We show that the wavelet coefficients at coarse scales are asymptotically Gaussian even if the prior model for fine scales is sparse. We further refine our analysis by deriving the theoretical evolution of the cumulants of wavelet coefficients across scales. Especially, the evolution of the kurtosis supplies a theoretical prediction for the Gaussianity level at each scale. Finally, we provide simulations and experiments that support our theoretical predictions.