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

DOI10.1007/S11425-014-4873-4MaRDI QIDQ477275zbMATH OpenOpenAlexFDO

Authors Xiaohui Ai, Wenbo V. Li

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

\(m\)-th order detrended Brownian motionKarhunen-Loève expansionslarge deviationssmall deviationsstochastic Fubini approachZeilberger algorithm

Mathematics Subject Classification ID

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

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Cited in

(12)

• Karhunen-Loève expansion for the second order detrended Brownian motion
• Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
• Spectral equivalence of Gaussian random functions: operator approach
• Karhunen-Loève expansion for additive Brownian motions
• On the spectra of boundary value problems generated by some one-dimensional embedding theorems
• Multi-party quantum key agreement by an entangled six-qubit state
• A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
• Karhunen-Loève expansions of mean-centered Wiener processes
• Karhunen-Loève expansions for the detrended Brownian motion
• Karhunen-Loeve expansion for the additive two-sided Brownian motion
• L₂-small ball asymptotics for Gaussian random functions: a survey
• Spectral asymptotics for problems with integral constraints

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