Convergence of Fourier-Wavelet Models for Gaussian Random Processes

DOI10.1137/070699408MaRDI QIDQ3654402zbMATH OpenOpenAlexFDO

Authors Orazgeldi Kurbanmuradov, Karl Sabelfeld

Publication date 6 January 2010

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/070699408

zbMATH Keywords

convergence in mean squareconvergence in probabilityFourier-wavelet modelMeyer's waveletsNikolski-Besov spacestationary Gaussian random process

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields; image analysis (62M40) Monte Carlo methods (65C05) Numerical methods for wavelets (65T60)

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Cited in

(8)

• Convergence of Fourier series of stationary Gaussian processes
• An application of \(\varphi\)-subgaussian technique to Fourier analysis
• Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
• Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes
• Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
• Convergence Rate of Wavelet Expansions of Gaussian Random Processes
• Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
• Uniform Convergence of Wavelet Expansions of Gaussian Random Processes

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