Convergence rate of wavelet expansions of Gaussian random processes

Andriy Olenko; Yuriy Kozachenko; Olga Polosmak

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arXiv · 1308.1491

Convergence rate of wavelet expansions of Gaussian random processes

Andriy Olenko·Yuriy Kozachenko·Olga Polosmak

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Abstract

The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

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Andriy Olenko, Yuriy Kozachenko, Olga Polosmak. 2013-08-07. Convergence rate of wavelet expansions of Gaussian random processes. https://arxiv.org/abs/1308.1491

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