Approximation theory for the simulation of continuous Gaussian processes

DOI10.1007/BF00339934zbMath0595.60043MaRDI QIDQ1077812

W. J. R. Eplett

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

approximationKarhunen-Loéve expansionFernique's inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Monte Carlo methods (65C05) (L^p)-limit theorems (60F25)

Related Items

Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields ⋮ Spline approximation of a random process with singularity ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Spline approximation of random processes and design problems ⋮ Interpolation of random functions

Cites Work

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• The inadmissibility of linear rank tests under Bahadur efficiency
• Cubic splines on the real line
• The Expected Number of Zeros of a Stationary Gaussian Process
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes