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Licensed Unlicensed Requires Authentication Published by De Gruyter January 20, 2009

Uniform convergence in probability of wavelet expansions of random processes from L2(Ω)

  • Yu. V. Kozachenko and O. V. Polosmak

Abstract

In the paper we present conditions for uniform convergence in probability on [0, T] of wavelet expansions of random process X = {X(t), t ∈ ℝ}, with EX(t) = 0, E|X(t)|2 < ∞. We obtain convergence rate of wavelet representation for random processes in the space C(0, T) as well.

Received: 2008-03-02
Published Online: 2009-01-20
Published in Print: 2008-December

© de Gruyter 2008

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