Karhunen–Loève expansion of spherical fractional Brownian motions
| Autor: | Jacques Istas |
|---|---|
| Přispěvatelé: | Laboratoire de Modélisation et Calcul (LMC - IMAG), Université Joseph Fourier - Grenoble 1 (UJF)-Institut National Polytechnique de Grenoble (INPG)-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2006 |
| Předmět: |
Statistics and Probability
Fractional Brownian motion 010102 general mathematics Mathematical analysis Zonal spherical harmonics Spherical harmonics 01 natural sciences Statistics::Computation Spherical multipole moments [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] Physics::Fluid Dynamics Spherical fractional Brownian motion 010104 statistics & probability Karhunen–Loève expansion Mathematics::Probability Computer Science::Multimedia Legendre polynomials 0101 mathematics Statistics Probability and Uncertainty Multipole expansion Brownian motion Solid harmonics Mathematics |
| Zdroj: | Statistics and Probability Letters Statistics and Probability Letters, Elsevier, 2006, 76 (4), pp.1578-1583. ⟨10.1016/j.spl.2006.03.019⟩ |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2006.03.019 |
| Popis: | International audience; We study the Karhunen–Loève expansion of the spherical fractional Brownian motion in terms of spherical harmonics. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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