Uniform convergence of compactly supported wavelet expansions of Gaussian random processes

Yuriy Kozachenko; Andriy Olenko; Olga Polosmak

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arXiv · 1308.1493

Uniform convergence of compactly supported wavelet expansions of Gaussian random processes

Yuriy Kozachenko·Andriy Olenko·Olga Polosmak

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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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Yuriy Kozachenko, Andriy Olenko, Olga Polosmak. 2013-08-07. Uniform convergence of compactly supported wavelet expansions of Gaussian random processes. https://arxiv.org/abs/1308.1493

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