A generalization of the Karhunen-Loeve expansion of the Brownian bridge

被引：4
|
作者：
Pycke, JR [1 ]
机构：
[1] Univ Paris 06, LSTA, F-75252 Paris 05, France
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 2001年 / 333卷 / 07期
关键词：
D O I：
10.1016/S0764-4442(01)02053-5
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper we give the Karhunen-Loeve expansion of a centered Gaussian process whose covariance function depends on two parameters, including the covariance function of the Brownian bridge as a special case. A statistical application, related to the weighted uniform empirical process is provided. (C) 2001 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.
引用
收藏
页码：685 / 688
页数：4
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