Spectral equivalence of Gaussian random functions: Operator approach

Author:

Nazarov Alexander1,Nikitin Yakov2

Affiliation:

1. St.Petersburg Department of Steklov Mathematical Institute of Russian Academy of Science, St.Petersburg, Russia

2. Mathematics and Mechanics Faculty, St.Petersburg State University, St.Petersburg, Russia

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference33 articles.

1. Ai, X. and Li, W.V. (2014). Karhunen-Loeve expansions for the m-th order detrended Brownian motion. Sci. China Math. 57 2043–2052.

2. Ai, X., Li, W.V. and Liu, G. (2012). Karhunen-Loeve expansions for the detrended Brownian motion. Statist. Probab. Lett. 82 1235–1241.

3. Ash, R.B. and Gardner, M.F. (1975). Topics in Stochastic Processes. Probability and Mathematical Statistics, Vol. 27. New York-London: Academic Press [Harcourt Brace Jovanovich, Publishers].

4. Bahadur, R.R. (1960). Stochastic comparison of tests. Ann. Math. Stat. 31 276–295.

5. Beghin, L., Nikitin, Ya. and Orsingher, E. (2003). Exact small ball constants for some Gaussian processes under L2-norm. J. Math. Sci. 128 2493–2502.

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