Convergence in L p ([0, T]) of Wavelet Expansions of 蠁-Sub-Gaussian Random Processes
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- 作者：Yuriy Kozachenko (1)
Andriy Olenko (2)
Olga Polosmak (3)
1. Department of Probability Theory ; Statistics and Actuarial Mathematics ; Kyiv University ; Kyiv ; Ukraine
2. Department of Mathematics and Statistics ; La Trobe University ; VIC ; 3086 ; Australia
3. Department of Economic Cybernetics ; Kyiv University ; Kyiv ; Ukraine - 关键词：Convergence rate ; Convergence in probability ; Sub ; Gaussian random process ; Wavelets ; 60G10 ; 60G15 ; 42C40
- 刊名：Methodology and Computing in Applied Probability
- 出版年：2015
- 出版时间：March 2015
- 年：2015
- 卷：17
- 期：1
- 页码：139-153
- 全文大小：359 KB
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- 出版者：Springer US
- ISSN：1573-7713
文摘
The article presents new results on convergence in L p ([0,T]) of wavelet expansions of 蠁Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.