An Optimal Series Expansion of the Multiparameter Fractional Brownian Motion
β Scribed by Anatoliy Malyarenko
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 419 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0894-9840
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π SIMILAR VOLUMES
We consider the approximation of a fractional Brownian motion by a wavelet series expansion at resolution 2 -l . The approximation error is measured in the integrated mean squared sense over finite intervals and we obtain its expansion as a sum of terms with increasing rates of convergence. The depe
Some time ago Mills and Robbins (1986, J. Number Theory 23, No. 3, 388-404) conjectured a simple closed form for the continued fraction expansion of the power series solution \(f=a_{1} x^{-1}+a_{2} x^{-2}+\cdots\) to the equation \(f^{4}+f^{2}-x f+1=0\) when the base field is GF(3). In this paper we