A paper is devoted to new expansions of random processes in the form of series. In particular case the expansions in series of stationary stochastic processes with absolutely continuous spectral function and the expansions with respect to some functions which generate wavelet basis are obtained...
Keywords: Expansion of stochastic processes, Kahrunen theorem, wavelet basis, Simulation, uniform convergence
04/2007 | Random Operators and Stochastic Equations, Walter de Gruyter