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Fourier Expansions with Polynomial Terms for Random Processes
Author
Source
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-10-01
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Based on calculus of random processes, we present a kind of Fourier expansions with simple polynomial terms via our decomposition method of random processes.
Using our method, the expectations and variances of the corresponding coefficients decay fast and partial sum approximations attain the best approximation order.
Moreover, since we remove boundary effect in our decomposition of random process, these coefficients can discover the instinct frequency information of this random process.
Therefore, our method has an obvious advantage over traditional Fourier expansion.
These results are also new for deterministic functions.
American Psychological Association (APA)
Zhang, Zhihua. 2015. Fourier Expansions with Polynomial Terms for Random Processes. Journal of Function Spaces،Vol. 2015, no. 2015, pp.1-12.
https://search.emarefa.net/detail/BIM-1068320
Modern Language Association (MLA)
Zhang, Zhihua. Fourier Expansions with Polynomial Terms for Random Processes. Journal of Function Spaces No. 2015 (2015), pp.1-12.
https://search.emarefa.net/detail/BIM-1068320
American Medical Association (AMA)
Zhang, Zhihua. Fourier Expansions with Polynomial Terms for Random Processes. Journal of Function Spaces. 2015. Vol. 2015, no. 2015, pp.1-12.
https://search.emarefa.net/detail/BIM-1068320
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1068320