 |
Journal articles
Expansions for Gaussian processes and Parseval frames
Abstract : We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space. The results are applied to pathwise continuous Gaussian processes and a new optimal expansion for fractional Ornstein-Uhlenbeck processes is derived. In the end an extension of this result to Gaussian stationary processes with convex covariance function is established.
Cited literature [13 references]
https://hal.archives-ouvertes.fr/hal-00361433
Contributor : Gilles Pagès <>
Submitted on : Sunday, February 15, 2009 - 2:07:22 PM
Last modification on : Thursday, December 10, 2020 - 10:49:30 AM
Long-term archiving on: : Tuesday, June 8, 2010 - 8:49:11 PM
Contributor : Gilles Pagès <>
Submitted on : Sunday, February 15, 2009 - 2:07:22 PM
Last modification on : Thursday, December 10, 2020 - 10:49:30 AM
Long-term archiving on: : Tuesday, June 8, 2010 - 8:49:11 PM
Files
Frames_3.pdf
Files produced by the author(s)