Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275)
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scientific article; zbMATH DE number 6376269
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| English | Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion |
scientific article; zbMATH DE number 6376269 |
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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0.9022296667099
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0.8972444534301758
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0.841869592666626
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0.7581160664558411
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