Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion |
scientific article; zbMATH DE number 6376269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion |
scientific article; zbMATH DE number 6376269 |
Statements
Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (English)
0 references
3 December 2014
0 references
\(m\)-th order detrended Brownian motion
0 references
Karhunen-Loève expansions
0 references
stochastic Fubini approach
0 references
Zeilberger algorithm
0 references
large deviations
0 references
small deviations
0 references
0 references
