Karhunen–Loève expansion for additive Slepian processes

Jin V. Liu, Zongfu Huang and Hongjun Mao

Statistics & Probability Letters, 2014, vol. 90, issue C, 93-99

Abstract: For Gaussian random fields defined as additive processes based on Slepian processes, we study their Karhunen–Loève expansions and obtain the Pythagorean type distribution identities. As applications, the corresponding small deviation estimates are given.

Keywords: Karhunen–Loève expansion; Additive process; Slepian process; Small deviation (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2014.03.017

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