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Convergence Rate of Wavelet Expansions of Gaussian Random Processes |
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| Authors: | Yuriy Kozachenko Olga Polosmak |
| Affiliation: | 1. Department of Probability Theory, Statistics and Actuarial Mathematics , Taras Shevchenko Kyiv National University , Kyiv , Ukraine;2. Department of Economic Cybernetics , Taras Shevchenko Kyiv National University , Kyiv , Ukraine |
| Abstract: | This article characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered. |
| Keywords: | Convergence rate Convergence in probability Gaussian process Random process Uniform convergence Wavelets |