On the Construction of Stochastic Fields with Prescribed Regularity by Wavelet Expansions
| Autor: | Stefan Kinzel, Stephan Dahlke, Nicolas Döhring |
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| Rok vydání: | 2017 |
| Předmět: |
Pure mathematics
Sequence Smoothness (probability theory) General Mathematics 010102 general mathematics Mathematical analysis 010103 numerical & computational mathematics Mathematical proof 01 natural sciences Wavelet Bounded function Tensor 0101 mathematics Equivalence (measure theory) Taylor expansions for the moments of functions of random variables Mathematics |
| Zdroj: | Vietnam Journal of Mathematics. 46:557-577 |
| ISSN: | 2305-2228 2305-221X |
| DOI: | 10.1007/s10013-017-0258-7 |
| Popis: | This paper is concerned with the construction of random functions on bounded domains which possess a well-defined, prescribed smoothness in specific function spaces. In particular, we consider anisotropic Besov spaces and tensor spaces with mixed smoothness. The random functions are designed by means of wavelet expansions with random coefficients. The proofs heavily rely on the equivalence of the different smoothness norms with weighted sequence norms of wavelet expansion coefficients. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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