高斯随机过程紧支集小波展开的一致收敛性
概率论
2013-08-08 v1
摘要
本文给出了利用紧支集小波对高斯随机过程进行展开时依概率一致收敛的新结果。主要结果适用于一般类的非平稳过程。文中还展示了所得结果在平稳过程中的应用。研究表明，该展开的收敛速率是指数级的。
引用
@article{arxiv.1308.1493,
title = {Uniform convergence of compactly supported wavelet expansions of Gaussian random processes},
author = {Yuriy Kozachenko and Andriy Olenko and Olga Polosmak},
journal= {arXiv preprint arXiv:1308.1493},
year = {2013}
}
备注
This is an Author's Accepted Manuscript of an article published in the Communications in Statistics - Theory and Methods. 15 pages