English

Spline approximation of a random process with singularity

Probability 2010-05-20 v2

Abstract

Let a continuous random process XX defined on [0,1][0,1] be (m+β)(m+\beta)-smooth, 0m,0<β10\le m, 0<\beta\le 1, in quadratic mean for all t>0t>0 and have an isolated singularity point at t=0t=0. In addition, let XX be locally like a mm-fold integrated β\beta-fractional Brownian motion for all non-singular points. We consider approximation of XX by piecewise Hermite interpolation splines with nn free knots (i.e., a sampling design, a mesh). The approximation performance is measured by mean errors (e.g., integrated or maximal quadratic mean errors). We construct a sequence of sampling designs with asymptotic approximation rate n(m+β)n^{-(m+\beta)} for the whole interval.

Keywords

Cite

@article{arxiv.1004.5289,
  title  = {Spline approximation of a random process with singularity},
  author = {Konrad Abramowicz and Oleg Seleznjev},
  journal= {arXiv preprint arXiv:1004.5289},
  year   = {2010}
}

Comments

16 pages, 2 figure typos and references corrected, revised classes definition, results unchanged

R2 v1 2026-06-21T15:16:28.191Z