English

Expansion of Riemann--Liouville process in a critical case

Probability 2010-06-22 v1

Abstract

We show that Haar-based series representation of the critical Riemann--Liouville process RαR^{\alpha} with α=3/2\alpha=3/2 is rearrangement non-optimal in the sense of convergence rate in C[0,1]{\mathbf C}[0,1].

Keywords

Cite

@article{arxiv.0910.2177,
  title  = {Expansion of Riemann--Liouville process in a critical case},
  author = {M. A. Lifshits},
  journal= {arXiv preprint arXiv:0910.2177},
  year   = {2010}
}