Karhunen–Loeve expansion for the additive detrended Brownian motion

DOI10.1080/03610926.2016.1177079zbMath1372.60048OpenAlexW2504225699MaRDI QIDQ5367299

Xiaohui Ai

Publication date: 12 October 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1177079

zbMATH Keywords

Laplace transformFredholm integral equationsKarhunen-Loeve expansionsmall deviationadditive detrended Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Large deviations (60F10)

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