Une généralisation du développement de Karhunen–Loève du pont brownien

DOI10.1016/S0764-4442(01)02053-5zbMath0995.60038OpenAlexW2020652574MaRDI QIDQ2767607

Jean-Renaud Pycke

Publication date: 21 October 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(01)02053-5

zbMATH Keywords

covariance functionGaussian processKarhunen-Loève expansion

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (4)

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Karhunen-Loève expansion for a generalization of Wiener bridge ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties

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