Karhunen-Loève expansions for the detrended Brownian motion

DOI10.1016/j.spl.2012.03.007zbMath1259.60093OpenAlexW2088873883MaRDI QIDQ449375

Wenbo V. Li, Xiaohui Ai, Guoqing Liu

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.007

zbMATH Keywords

Laplace transformlarge deviationsmall deviationdetrended Brownian motionKarhunen-Loève expansions

Mathematics Subject Classification ID

Brownian motion (60J65)

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