Optimal series representation of fractional Brownian sheets

Bernoulli

Volumn 8, Issue 5, 2002, Pages 669-696

  Kühn, Thomas ^a   Linde, Werner ^b  

^a UNIVERSITY OF LEIPZIG   (Germany)

^b FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Approximation numbers; Fractional Brownian motion; Gaussian process; Small ball behaviour

Indexed keywords

EID: 0141643497     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (3)

1. Shao, Q.M. (1993) A note on small ball probability of Gaussian processes with stationary increments. J. Theoret. Probab., 6, 595-602.
2. Talagrand, M. (1994) The small ball problem for the Brownian sheet. Ann. Probab., 22, 1331-1354.
3. Vu, K.T. and Gorenflo, R. (1996) Asymptotics of singular values of Volterra integral operators. Numer. Funct. Anal. Optim., 17, 453-461.