Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion |
scientific article |
Statements
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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