Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
type: Item
instance of: scholarly article
title: Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
zbMATH Open document ID: 1329.60286
author: Xiaohui Ai
author: Wenbo V. Li
published in: Science China. Mathematics
publication date: 2014-12-03T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 47A75
zbMATH DE Number: 6376269
zbMATH Keywords: \(m\)-th order detrended Brownian motion
zbMATH Keywords: Karhunen-Loève expansions
zbMATH Keywords: stochastic Fubini approach
zbMATH Keywords: Zeilberger algorithm
zbMATH Keywords: large deviations
zbMATH Keywords: small deviations
MaRDI profile type: Publication
full work available at URL: s11425-014-4873-4
OpenAlex ID: W2258475423
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DOI: 10.1007/S11425-014-4873-4
describes a project that uses: Digital Library of Mathematical Functions
description: scientific article; zbMATH DE number 6376269