Karhunen-Loève expansion for additive Slepian processes

DOI10.1016/J.SPL.2014.03.017zbMATH Open1306.60034OpenAlexW2002852173MaRDI QIDQ2453929FDOQ2453929

Hongjun Mao, Zongfu Huang, Jin V. Liu

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.03.017

zbMATH Keywords

Gaussian random fieldsadditive processsmall deviationSlepian processKarhunen-Loève expansion

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Random fields (60G60)

Cites Work

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• First Passage Time for a Particular Gaussian Process
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• Reciprocal Processes: The Stationary Gaussian Case
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• Karhunen-Loève expansion for additive Brownian motions
• Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
• On the maximum of gaussian fourier series emerging in the analysis of random vibrations
• Measuring the range of an additive Lévy process
• Non-independence of excursions of the Brownian sheet and of additive Brownian motion
• On an identity in law involving two quadratic functionals of the Brownian bridge

Cited In (8)

• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• Approximating Shepp's constants for the Slepian process
• The Cameron-Martin theorem for (\(p\)-)Slepian processes
• Boundary crossing probabilities for \((q,d)\)-Slepian-processes
• Karhunen-Loève expansion for additive Brownian motions
• Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
• Boundary non-crossing probabilities for Slepian process
• Karhunen-Loève expansion for a generalization of Wiener bridge

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