Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion

DOI10.1007/s11425-014-4873-4zbMath1329.60286OpenAlexW2258475423MaRDI QIDQ477275

Wenbo V. Li, Xiaohui Ai

Publication date: 3 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4873-4

zbMATH Keywords

large deviationssmall deviationsKarhunen-Loève expansions\(m\)-th order detrended Brownian motionstochastic Fubini approachZeilberger algorithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Eigenvalue problems for linear operators (47A75) Large deviations (60F10) Stochastic integrals (60H05) Limit theorems in probability theory (60F99)

Related Items (7)

Multi-party quantum key agreement by an entangled six-qubit state ⋮ Spectral equivalence of Gaussian random functions: operator approach ⋮ A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process ⋮ On the spectra of boundary value problems generated by some one-dimensional embedding theorems ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Spectral asymptotics for problems with integral constraints ⋮ Karhunen–Loeve expansion for the additive two-sided Brownian motion

Uses Software

• DLMF

Cites Work

• Unnamed Item
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