• Media type: Text; Report; E-Book
  • Title: Convergence of Fourier-Wavelet models for Gaussian random processes
  • Contributor: Kurbanmuradov, Orazgeldi [Author]; Sabelfeld, Karl [Author]
  • Published: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2007
  • Issue: published Version
  • Language: English
  • DOI: https://doi.org/10.34657/2163
  • ISSN: 0946-8633; 0946-8633
  • Keywords: stationary Gaussian random process ; Fourier-Wavelet model ; Nikolski˘i-Besov space ; Meyer’s wavelets ; convergence in probability ; convergence in mean square
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  • Description: Mean 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.
  • Access State: Open Access