Karhunen-Loeve expansion for the additive detrended Brownian motion

DOI10.1080/03610926.2016.1177079MaRDI QIDQ5367299zbMATH OpenOpenAlexFDO

Authors Xiaohui Ai

Publication date 12 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1177079

zbMATH Keywords

Laplace transformFredholm integral equationsKarhunen-Loeve expansionsmall deviationadditive detrended Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) General second-order stochastic processes (60G12)

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Cited in

(8)

• Karhunen-Loeve expansion for the additive two-sided Brownian motion
• A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
• Karhunen-Loève expansion for additive Brownian motions
• Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
• Karhunen-Loève expansions for the detrended Brownian motion
• Karhunen-Loève expansion for additive Slepian processes
• Karhunen-Loève expansion for the second order detrended Brownian motion
• Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion

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