Uniform Convergence of Wavelet Expansions of Gaussian Random Processes

DOI10.1080/07362994.2011.532034MaRDI QIDQ3168699zbMATH OpenOpenAlexFDO

Authors Olga Polosmak, Yu. V. Kozachenko, Andriy Olenko

Publication date 19 April 2011

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.2428

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) Gaussian processes (60G15)

Abstract: New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.

Cites work

• Convergence of Fourier-Wavelet Models for Gaussian Random Processes
• Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 2118804 (Why is no real title available?)
• scientific article; zbMATH DE number 1433619 (Why is no real title available?)
• On uniform convergence of wavelet expansions of <I>ϕ</I>-sub-Gaussian random processes
• Ten Lectures on Wavelets
• Wavelet approximation of deterministic and random signals: convergence properties and rates
• Wavelet decomposition of harmonizable random processes
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion

Cited in

(17)

• On the modeling of linear system input stochastic processes with given accuracy and reliability
• Simulation of generalized fractional Brownian motion in \(C([0,T])\)
• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
• An application of \(\varphi\)-subgaussian technique to Fourier analysis
• Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
• Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes
• Convergence Rate of Wavelet Expansions of Gaussian Random Processes
• Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
• scientific article; zbMATH DE number 5927231 (Why is no real title available?)
• Simulation of a fractional Brownian motion in the space \(L_p([0,T])\)
• scientific article; zbMATH DE number 5697695 (Why is no real title available?)
• Convergence of Fourier-Wavelet Models for Gaussian Random Processes
• Uniform convergence in probability of wavelet expansions of random processes from L 2(Ω)
• scientific article; zbMATH DE number 5592351 (Why is no real title available?)
• Conditions for the uniform convergence of expansions of $\varphi $-sub-Gaussian stochastic processes in function systems generated by wavelets
• On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

This page was built for publication: Uniform Convergence of Wavelet Expansions of Gaussian Random Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3168699)