Orthogonal series for si- and related processes, Karhunen-Loève decompositions
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866910909586210816 |
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| author | Dzhaparidze, Kacha |
| author_facet | Dzhaparidze, Kacha |
| contents | This paper reproduces results from Chapter 11 of the forthcoming book \cite{dzh25}. It discusses series expansions of processes with stationary increments (si-processes) and certain associated processes. Making use of de Branges theory of Hilbert spaces of entire functions, it sheds new light on the existing literature and makes available some new results. In particular, it provides some new decompositions of the Karhunen-Loève type. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_08864 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Orthogonal series for si- and related processes, Karhunen-Loève decompositions Dzhaparidze, Kacha Probability 60G10 This paper reproduces results from Chapter 11 of the forthcoming book \cite{dzh25}. It discusses series expansions of processes with stationary increments (si-processes) and certain associated processes. Making use of de Branges theory of Hilbert spaces of entire functions, it sheds new light on the existing literature and makes available some new results. In particular, it provides some new decompositions of the Karhunen-Loève type. |
| title | Orthogonal series for si- and related processes, Karhunen-Loève decompositions |
| topic | Probability 60G10 |
| url | https://arxiv.org/abs/2504.08864 |