A New Wavelet-based Expansion of a Random Process

Turchyn, Ievgen

doi:10.7726/jams.2016.1011

Search citation statements

Order By: Relevance

Paper Sections

Select...

Introduction1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2017

Publication Types

Select...

Article1

Relationship

Self Cite1

Independent0

Authors

Journals

Cited by 1 publication

(1 citation statement)

References 11 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Properties of this expansion and its generalizations were studied by Kozachenko and Turchyn (2008), Kozachenko et al (2011), Turchyn (2011), Turchyn (2016. In the paper by Kozachenko and Turchin (2009) uniform convergence of expansion (1) was studied.…”

Section: Introductionmentioning

confidence: 99%

Uniform Convergence of Wavelet-based Expansions of Random Processes

Turchyn¹

2017

JAMS

Self Cite

View full text Add to dashboard Cite

We consider a wavelet-based expansion of a second-order stochastic process in a wavelet-based random series with independent terms. Conditions for uniform convergence with probability 1 of such expansion for stochastic processes from a wide class which includes stationary and non-stationary processes are obtained. This result is a counterpart of a theorem from Kozachenko and Turchin (2009), where only stationary processes were considered.

show abstract