Convergence in Lp([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes

Article

Abstract

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

Keywords

Convergence rate Convergence in probability  Sub-Gaussian random process Wavelets 

AMS 2000 Subject Classifications

60G10 60G15 42C40 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Yuriy Kozachenko
    • 1
  • Andriy Olenko
    • 2
  • Olga Polosmak
    • 3
  1. 1.Department of Probability Theory, Statistics and Actuarial MathematicsKyiv UniversityKyivUkraine
  2. 2.Department of Mathematics and StatisticsLa Trobe UniversityVICAustralia
  3. 3.Department of Economic CyberneticsKyiv UniversityKyivUkraine

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