Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion
The authors investigate the approximation rate for Lévy fractional Brownian motions \(\{X_H(t)\}_{t\in T}\) with Hurst parameter \(H\in (0,1),\) where \(T\subset \mathbb{R}^n\) is a self-similar set of Hausdorff dimension \(D.\) It is shown that the approximation rate is of order \(n^{-\frac{H}{D}}(\log n)^{1/2}.\) A concrete wavelet expansion of \(X_H\) over \([0,1]^N,\) possessing the optimal approximation rate is constructed. The authors use Hölder operators and operators eigenvalues methods.
- Rate optimality of wavelet series approximations of fractional Brownian motion
- Smooth approximations for fractional and multifractional fields
- Convergence properties of wavelet series expansions of fractional Brownian motion
- Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)
- Representations of isotropic Gaussian random fields with homogeneous increments
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
- scientific article; zbMATH DE number 991499 (Why is no real title available?)
- scientific article; zbMATH DE number 3941840 (Why is no real title available?)
- scientific article; zbMATH DE number 3964277 (Why is no real title available?)
- scientific article; zbMATH DE number 4087953 (Why is no real title available?)
- scientific article; zbMATH DE number 3663806 (Why is no real title available?)
- scientific article; zbMATH DE number 44592 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 194093 (Why is no real title available?)
- scientific article; zbMATH DE number 3620605 (Why is no real title available?)
- scientific article; zbMATH DE number 3996455 (Why is no real title available?)
- scientific article; zbMATH DE number 3411687 (Why is no real title available?)
- scientific article; zbMATH DE number 2213818 (Why is no real title available?)
- New Gaussian estimates for enlarged balls
- On a Spectral Problem Related to Self-Similar Measures
- Optimal series representation of fractional Brownian sheets
- Optimality of an explicit series expansion of the fractional Brownian sheet
- Rate optimality of wavelet series approximations of fractional Brownian motion
- Self-similarity of volume measures for Laplacians on p. c. f. self-similar fractals
- Small deviations of Gaussian random fields in \(L_{q}\)-spaces
- An optimal wavelet series expansion of the Riemann-Liouville process
- Rate optimality of wavelet series approximations of fractional Brownian motion
- The \(n\)-term approximation of periodic generalized Lévy processes
- Realizations and factorizations of positive definite kernels
- Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields
- Smooth approximations for fractional and multifractional fields
- Stochastics and dynamics of fractals
- Operator theory of diffusion equations governed by self-similar measures
- An optimal series expansion of the multiparameter fractional Brownian motion
This page was built for publication: Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481390)
