Convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes

Yuriy Kozachenko; Andriy Olenko; Olga Polosmak

Convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes

Probability 2013-08-08 v1

Authors: Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

Abstract

The article presents new results on convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$ -sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

Keywords

wavelet expansions phi-sub-gaussian processes convergence in lp random processes convergence rate stochastic analysis

Cite

@article{arxiv.1307.1859,
  title  = {Convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes},
  author = {Yuriy Kozachenko and Andriy Olenko and Olga Polosmak},
  journal= {arXiv preprint arXiv:1307.1859},
  year   = {2013}
}

Comments

*Will appear in Methodology and Computing in Applied Probability. 15 pages, 2 figures. The final publication is available at link.springer.com. DOI: 10.1007/s11009-013-9346-7

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