Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
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Abstract: New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the obtained results to stationary processes is also presented. It is shown that the convergence rate of the expansions is exponential.
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Cited in
(13)- 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
- A wavelet characterization of continuous-time periodically correlated processes with application to simulation
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