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arXiv:1307.1859 [math.PR]AbstractReferencesReviewsResources

Convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes

Yuriy Kozachenko, Andriy Olenko, Olga Polosmak

Published 2013-07-07Version 1

The article presents new results on convergence in $L_p([0,T])$ of wavelet expansions of $\varphi$-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

Comments: *Will appear in Methodology and Computing in Applied Probability. 15 pages, 2 figures. The final publication is available at link.springer.com. DOI: 10.1007/s11009-013-9346-7
Categories: math.PR
Subjects: 60G10, 60G15, 42C40
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