Asymptotics of Karhunen-Lo{è}ve Eigenvalues for sub-fractional Brownian motion and its application

Jun-Qi Hu, Ying-Li Wang, Chun-Hao Cai

In the present paper, the Karhunen-Lo{è}ve eigenvalues for a sub-fractional Brownian motion are considered in the case of $H>\frac{1}{2}$. Rigorous large $n$ asymptotics for those eige…