Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275): Difference between revisions

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Property / DOI: 10.1007/s11425-014-4873-4 / rank
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\(m\)-th order detrended Brownian motion
Property / zbMATH Keywords: \(m\)-th order detrended Brownian motion / rank
 
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Karhunen-Loève expansions
Property / zbMATH Keywords: Karhunen-Loève expansions / rank
 
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stochastic Fubini approach
Property / zbMATH Keywords: stochastic Fubini approach / rank
 
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Zeilberger algorithm
Property / zbMATH Keywords: Zeilberger algorithm / rank
 
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large deviations
Property / zbMATH Keywords: large deviations / rank
 
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small deviations
Property / zbMATH Keywords: small deviations / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s11425-014-4873-4 / rank
 
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Property / OpenAlex ID: W2258475423 / rank
 
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Latest revision as of 19:41, 9 December 2024

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Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
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    Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (English)
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    3 December 2014
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    \(m\)-th order detrended Brownian motion
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    Karhunen-Loève expansions
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    stochastic Fubini approach
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    Zeilberger algorithm
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    large deviations
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    small deviations
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    Identifiers

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