Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion

DOI10.1214/009117904000000955zbMath1083.60028arXivmath/0503656OpenAlexW2049973005MaRDI QIDQ1775445

Harry van Zanten, Kacha Dzhaparidze

Publication date: 3 May 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503656

zbMATH Keywords

reproducing kernelHurst indexorthogonal series expansion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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