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

Yuriy Kozachenko (), Andriy Olenko () and Olga Polosmak ()
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Yuriy Kozachenko: Kyiv University
Andriy Olenko: La Trobe University
Olga Polosmak: Kyiv University

Methodology and Computing in Applied Probability, 2015, vol. 17, issue 1, 139-153

Abstract: Abstract The article presents new results on convergence in L p ([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.

Keywords: Convergence rate; Convergence in probability; Sub-Gaussian random process; Wavelets; 60G10; 60G15; 42C40 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11009-013-9346-7

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