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首页»科研成果» 2015
张之华在Journal of Computational Analysis and Applications 上发表论文
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Asymptotic representations in Stochastic Process Approximations
Zhihua Zhang
College of Global Change and Earth System Science, Beijing Normal University, Beijing, China, 100875.
E-mail: zhangzh@bnu.edu.cn
Abstract.
Fourier cosine transforms are applied widely in applied mathematics, PDEs, and signal process-ing. In this paper we give some asymptotic representations in stochastic Fourier cosine analyses based on our decomposition. More importantly, we propose a stochastic Fourier cosine expansion with a polynomial term. In this expansion, Fourier cosine coe±cients decay fast such that we can reconstruct stochastic processes by using the least coe±cients. Although our research is in the setting of stochastic processes, our results are also new for deterministic functions.
Key words: stochastic process, decomposition, Fourier cosine coe±cient, asymptotic representation
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