Convergence of Fourier-Wavelet models for Gaussian random processes

dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume1239
dc.contributor.authorKurbanmuradov, Orazgeldi
dc.contributor.authorSabelfeld, Karl
dc.date.accessioned2016-03-24T17:38:16Z
dc.date.available2019-06-28T08:02:39Z
dc.date.issued2007
dc.description.abstractMean square convergence and convergence in probability of Fourier-Wavelet Models (FWM) of stationary Gaussian Random processes in the metric of Banach space of continuously differentiable functions and in Sobolev space are studied. Sufficient conditions for the convergence formulated in the frame of spectral functions are given. It is shown that the given rates of convergence of FWM in the mean square obtained in the Nikolskiui-Besov classes cannot be improved.eng
dc.description.versionpublishedVersioneng
dc.formatapplication/pdf
dc.identifier.issn0946-8633
dc.identifier.urihttps://doi.org/10.34657/2163
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/1886
dc.language.isoengeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastikeng
dc.relation.issn0946-8633eng
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.subject.ddc510eng
dc.subject.otherFourier-Wavelet modeleng
dc.subject.otherstationary Gaussian random processeng
dc.subject.otherMeyer’s waveletseng
dc.subject.otherNikolski˘i-Besov spaceeng
dc.subject.otherconvergence in probabilityeng
dc.subject.otherconvergence in mean squareeng
dc.titleConvergence of Fourier-Wavelet models for Gaussian random processeseng
dc.typeReporteng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeReport / Forschungsbericht / Arbeitspapiereng
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