Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion (Q2481390): Difference between revisions

The authors investigate the approximation rate for Lévy fractional Brownian motions \(\{X_H(t)\}_{t\in T}\) with Hurst parameter \(H\in (0,1),\) where \(T\subset \mathbb{R}^n\) is a self-similar set of Hausdorff dimension \(D.\) It is shown that the approximation rate is of order \(n^{-\frac{H}{D}}(\log n)^{1/2}.\) A concrete wavelet expansion of \(X_H\) over \([0,1]^N,\) possessing the optimal approximation rate is constructed. The authors use Hölder operators and operators eigenvalues methods.