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arxiv: 1308.1491 · v1 · pith:CG3VYX5Wnew · submitted 2013-08-07 · 🧮 math.PR

Convergence rate of wavelet expansions of Gaussian random processes

classification 🧮 math.PR
keywords convergenceexpansionsgaussianprocessesrandomratewaveletcharacterizes
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The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

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