Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F99 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 47A75 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6376269 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
\(m\)-th order detrended Brownian motion | |||
| Property / zbMATH Keywords: \(m\)-th order detrended Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Karhunen-Loève expansions | |||
| Property / zbMATH Keywords: Karhunen-Loève expansions / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic Fubini approach | |||
| Property / zbMATH Keywords: stochastic Fubini approach / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Zeilberger algorithm | |||
| Property / zbMATH Keywords: Zeilberger algorithm / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
small deviations | |||
| Property / zbMATH Keywords: small deviations / rank | |||
Normal rank | |||
Revision as of 18:18, 30 June 2023
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)
0 references
3 December 2014
0 references
\(m\)-th order detrended Brownian motion
0 references
Karhunen-Loève expansions
0 references
stochastic Fubini approach
0 references
Zeilberger algorithm
0 references
large deviations
0 references
small deviations
0 references
