Karhunen-Loève expansions of mean-centered Wiener processes

DOI10.1214/074921706000000761zbMath1130.60045arXivmath/0612693OpenAlexW2023020412MaRDI QIDQ3592308

Paul Deheuvels

Publication date: 12 September 2007

Published in: High Dimensional Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612693

zbMATH Keywords

Wiener processGaussian processesquadratic functionalsBrownian bridgeKarhunen-Loéve expansions

Mathematics Subject Classification ID

Gaussian processes (60G15)

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