Series representations of fractional Gaussian processes by trigonometric and Haar systems

DOI10.1214/EJP.v14-727zbMath1193.60051MaRDI QIDQ967714

Werner Linde, Antoine Ayache

Publication date: 30 April 2010

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229324

zbMATH Keywords

Haar systemtrigonometric systemapproximation of operators and processesrie-mann-Liouville operatorRiemann- Liouville process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Related Items (3)

On Haar expansion of Riemann-Liouville process in a critical case ⋮ Probabilistic and average widths of Sobolev spaces on compact two-point homogeneous spaces equipped with a Gaussian measure ⋮ Linear multifractional stable motion: representation via Haar basis

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