Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

DOI10.1080/03610926.2013.784338zbMath1308.60041arXiv1308.1493OpenAlexW2066725202MaRDI QIDQ2876230

Olga Polosmak, Andrew Ya. Olenko, Yuriy Vasil'ovich Kozachenko

Publication date: 18 August 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1493

zbMATH Keywords

Gaussian processstationary processesuniform convergence in probabilitycompactly supported wavelets

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10)

Related Items (6)

Whittaker-Kotel'nikov-Shannon approximation of \(\phi\)-sub-Gaussian random processes ⋮ Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition ⋮ A useful result related with zeros of continuous compactly supported mother wavelets ⋮ Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process ⋮ A Wavelet Characterization of Continuous-Time Periodically Correlated Processes with Application to Simulation ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

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• Convergence of Fourier-Wavelet Models for Gaussian Random Processes
• Ten Lectures on Wavelets
• Wavelet decomposition of harmonizable random processes
• Wavelet approximation of deterministic and random signals: convergence properties and rates

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