The order of the approximation to a Wiener process by its Fourier series

DOI10.1017/S0305004100060230MaRDI QIDQ4745102zbMATH OpenFDO

Authors Peter Hall

Publication date 1982

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

uniform convergencepointwise convergenceBrownian bridgeFourier expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15)

Cites work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Choosing the window width when estimating a density
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(3)

• Kernel approximations of a Wiener process
• Almost sure behavior of tail series in functional spaces
• Asymptotics for \(L_ p\)-norms of Fourier series density estimators

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