Expansions for Gaussian processes and Parseval frames.

Luschgy, Harald; Pagès, Gilles

Expansions for Gaussian processes and Parseval frames.

Luschgy, Harald; Pagès, Gilles

Electronic Journal of Probability [electronic only] (2009)

Volume: 14, page 1198-1221
ISSN: 1083-589X

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Luschgy, Harald, and Pagès, Gilles. "Expansions for Gaussian processes and Parseval frames.." Electronic Journal of Probability [electronic only] 14 (2009): 1198-1221. <http://eudml.org/doc/227962>.

@article{Luschgy2009,
author = {Luschgy, Harald, Pagès, Gilles},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Gaussian process; series expansion; Parseval frame; optimal expansion; fractional Ornstein-Uhlenbeck process},
language = {eng},
pages = {1198-1221},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Expansions for Gaussian processes and Parseval frames.},
url = {http://eudml.org/doc/227962},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Luschgy, Harald
AU - Pagès, Gilles
TI - Expansions for Gaussian processes and Parseval frames.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 1198
EP - 1221
LA - eng
KW - Gaussian process; series expansion; Parseval frame; optimal expansion; fractional Ornstein-Uhlenbeck process
UR - http://eudml.org/doc/227962
ER -

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