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math.PR2018
Approximation complexity of homogeneous sums of random processes
A. A. Khartov, M. Zani
We study approximation properties of additive random fields , , which are sums of zero-mean random processes with the same continuous covariance functions. The…
math.PR2017★ 1 cited
Asymptotic analysis of average case approximation complexity of additive random fields
A. A. Khartov, M. Zani
We study approximation properties of sequences of centered additive random fields , . The average case approximation complexity is defin…
math.PR2006★ 2 cited
Large Deviations for Statistics of Jacobi Process
Nizar Demni, Marguerite Zani
In this paper, we derive a handable expression for the Jacobi process semi group which is given by a bilinear series involving Jacobi polynomials. Our attempt uses a subordination…