Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
DOI10.1007/s11425-014-4873-4zbMath1329.60286OpenAlexW2258475423MaRDI QIDQ477275
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
large deviationssmall deviationsKarhunen-Loève expansions\(m\)-th order detrended Brownian motionstochastic Fubini approachZeilberger algorithm
Gaussian processes (60G15) Brownian motion (60J65) Eigenvalue problems for linear operators (47A75) Large deviations (60F10) Stochastic integrals (60H05) Limit theorems in probability theory (60F99)
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