Karhunen-Loève expansion for additive Slepian processes

DOI10.1016/J.SPL.2014.03.017MaRDI QIDQ2453929zbMATH OpenOpenAlexFDO

Authors Jin V. Liu, Zongfu Huang, Hongjun Mao

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

additive processGaussian random fieldsKarhunen-Loève expansionSlepian processsmall deviation

Mathematics Subject Classification ID

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

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Cites work

• Comparison results for the lower tail of Gaussian seminorms
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• First Passage Time for a Particular Gaussian Process
• scientific article; zbMATH DE number 3497161 (Why is no real title available?)
• scientific article; zbMATH DE number 2078184 (Why is no real title available?)
• scientific article; zbMATH DE number 957960 (Why is no real title available?)
• Karhunen-Loève expansion for additive Brownian motions
• Laplace transforms via {H}adamard factorization
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• 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
• On the maximum of gaussian fourier series emerging in the analysis of random vibrations
• Ramp crossings for Slepian's process (Corresp.)
• Reciprocal Processes: The Stationary Gaussian Case
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Cited in

(11)

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

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