Expansion of Riemann--Liouville process in a critical case

Abstract

We show that Haar-based series representation of the critical Riemann--Liouville process $R^{\alpha }$ with $\alpha =3/2$ is rearrangement non-optimal in the sense of convergence rate in $\mathbf{C}[0,1]$.

References in corpus (1)

• Small deviations for fractional stable processes