A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process (Q310648)
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scientific article; zbMATH DE number 6625423
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| English | A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6625423 |
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A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process (English)
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8 September 2016
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demeaned stationary Ornstein-Uhlenbeck process
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Karhunen-Loève expansion
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Laplace transform
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small deviations
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0.8243364691734314
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0.791709303855896
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0.7882016897201538
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0.7845830917358398
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0.765841007232666
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