On a set of transformations of Gaussian random functions
Abstract
We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between L2-small ball asymptotics of the transformed function and of the original one. Also the explicit Karhunen -- Lo\'eve expansion is obtained for a proper class of Gaussian processes.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.