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Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes - MaRDI portal

Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes (Q6160978)

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scientific article; zbMATH DE number 7691582
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Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes
scientific article; zbMATH DE number 7691582

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    Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes (English)
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    2 June 2023
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    Fourier series
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    fractional Brownian motion
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    fractional Ornstein-Uhlenbeck
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    functional quantization
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    Karhunen-Loève decomposition
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