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Karhunen–Loeve expansion for the additive detrended Brownian motion.
- Source :
-
Communications in Statistics: Theory & Methods . 2017, Vol. 46 Issue 16, p8210-8216. 7p. - Publication Year :
- 2017
-
Abstract
- In this article, we obtain the Karhunen–Loeve expansion and Pythagorean type distribution identities for the additive detrended Brownian motion. As applications, the corresponding Laplace transform and small-deviation asymptotic behavior for theL2norm are given. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 46
- Issue :
- 16
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 123451104
- Full Text :
- https://doi.org/10.1080/03610926.2016.1177079