Uniform Convergence of Wavelet Expansions of Gaussian Random Processes

DOI10.1080/07362994.2011.532034zbMath1215.60026arXiv1307.2428OpenAlexW3098972674MaRDI QIDQ3168699

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

Publication date: 19 April 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2428

Mathematics Subject Classification ID

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

Related Items (9)

On the modeling of linear system input stochastic processes with given accuracy and reliability ⋮ Simulation of generalized fractional Brownian motion in \(C([0,T)\)] ⋮ Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions ⋮ An application of \(\varphi\)-subgaussian technique to Fourier analysis ⋮ Simulation of a fractional Brownian motion in the space $L_p([0,T)$] ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability ⋮ Convergence in \(L_{p}([0, T)\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes] ⋮ Convergence Rate of Wavelet Expansions of Gaussian Random Processes ⋮ Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

Cites Work

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• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
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• On uniform convergence of wavelet expansions of <I>ϕ</I>-sub-Gaussian random processes
• 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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