The order of the approximation to a Wiener process by its Fourier series

DOI10.1017/S0305004100060230zbMath0507.60078MaRDI QIDQ4745102

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Publication date: 1982

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

Fourier expansionuniform convergenceBrownian bridgepointwise convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (3)

Kernel approximations of a Wiener process ⋮ Almost sure behavior of tail series in functional spaces ⋮ Asymptotics for \(L_ p\)-norms of Fourier series density estimators

Cites Work

• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Choosing the window width when estimating a density
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods

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