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Convergence of a canonical expansion for normal fields
E. I. Ostrovskii M. V. Lomonosov Moscow State University
Abstract:
In the present study we consider a normal separable stochastic continuous field, and we prove the convergence of a Karhunen series with probability 1 for all parameter values. This leads in particular, to the nonrandomness of points of the discontinuity and values of the discontinuity. A criterion is presented for the convergence of the canonical expansion in a uniform norm.
Received: 09.06.1970
Citation:
E. I. Ostrovskii, “Convergence of a canonical expansion for normal fields”, Mat. Zametki, 14:4 (1973), 565–572; Math. Notes, 14:4 (1973), 881–885
Linking options:
https://www.mathnet.ru/eng/mzm7290 https://www.mathnet.ru/eng/mzm/v14/i4/p565
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Abstract page: | 129 | Full-text PDF : | 61 | First page: | 1 |
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