Convergence in Lp([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes

被引：0

作者：

Yuriy Kozachenko

Andriy Olenko

Olga Polosmak

机构：

[1] Kyiv University,Department of Probability Theory, Statistics and Actuarial Mathematics

[2] La Trobe University,Department of Mathematics and Statistics

[3] Kyiv University,Department of Economic Cybernetics

来源：

Methodology and Computing in Applied Probability | 2015年 / 17卷

关键词：

Convergence rate; Convergence in probability; Sub-Gaussian random process; Wavelets; 60G10; 60G15; 42C40;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The article presents new results on convergence in Lp([0,T]) of wavelet expansions of φ-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

引用

页码：139 / 153

页数：14

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