Asymptotics of Karhunen–Loève Eigenvalues for Sub-Fractional Brownian Motion and Its Application
In the present paper, the Karhunen–Loève eigenvalues for a sub-fractional Brownian motion are considered. Rigorous large <i>n</i> asymptotics for those eigenvalues are shown, based on the functional analysis method. By virtue of these asymptotics, along with some standard large deviation...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-11-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/5/4/226 |