Karhunen-Loève expansion for additive Slepian processes

DOI10.1016/j.spl.2014.03.017zbMath1306.60034OpenAlexW2002852173MaRDI QIDQ2453929

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

additive processGaussian random fieldsKarhunen-Loève expansionsmall deviationSlepian process

Mathematics Subject Classification ID

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

Related Items (5)

The Cameron-Martin theorem for (\(p\)-)Slepian processes ⋮ Boundary crossing probabilities for \((q,d)\)-Slepian-processes ⋮ Karhunen-Loève expansion for a generalization of Wiener bridge ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties

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