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Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes |
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| Authors: | Yuriy Kozachenko Olga Polosmak |
| Institution: | 1. Department of Probability Theory, Statistics and Actuarial Mathematics, Kyiv University, Kyiv, Ukraine;2. Department of Economic Cybernetics, Taras Shevchenko Kyiv National University, Kyiv, Ukraine |
| Abstract: | New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of non stationary processes. An application of the obtained results to stationary processes is also presented. It is shown that the convergence rate of the expansions is exponential. |
| Keywords: | Convergence in probability Gaussian process Random process Uniform convergence Convergence rate Wavelets Compactly supported wavelets |