Whittaker-Kotel'nikov-Shannon approximation of $\varphi$-sub-Gaussian random processes

نویسندگان

  • Yuriy Kozachenko
  • Andriy Olenko
چکیده

The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates Lp([0, T ]) and uniform approximations of φ-sub-Gaussian random processes by finite time sampling sums. Explicit truncation error upper bounds are established. Some specifications of the general results for which the assumptions can be easily verified are given. Direct analytical methods are employed to obtain the results.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions

The complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.

متن کامل

Universal truncation error upper bounds in sampling restoration

Universal (pointwise uniform and time shifted) truncation error upper bounds are presented for the Whittaker–Kotel'nikov–Shannon (WKS) sampling restoration sum for Bernstein function classes B q π,d , q > 1, d ∈ N, when the decay rate of the sampled functions is unknown. The case of regular sampling is discussed. Extremal properties of related series of sinc functions are investigated.

متن کامل

The Rate of Entropy for Gaussian Processes

In this paper, we show that in order to obtain the Tsallis entropy rate for stochastic processes, we can use the limit of conditional entropy, as it was done for the case of Shannon and Renyi entropy rates. Using that we can obtain Tsallis entropy rate for stationary Gaussian processes. Finally, we derive the relation between Renyi, Shannon and Tsallis entropy rates for stationary Gaussian proc...

متن کامل

On the Shannon capacity of chaos-based asynchronous CDMA systems

We here compare the limit performance asynchronous DS-CDMA systems based on different set of spreading sequences, namely chaos-based, ideal random, Gold codes and maximum-length codes. To do so we consider the Shannon capacity associated to each of those systems that is itself a random variable depending on the relative delays and phases between different users. The statistical features of such...

متن کامل

Stochastic Optimal Control based on Value-Function Approximation using Sinc Interpolation

An efficient approach for solving stochastic optimal control problems is to employ dynamic programming (DP). For continuous-valued nonlinear systems, the corresponding DP recursion generally cannot be solved in closed form. Thus, a typical approach is to discretize the DP value functions in order to be able to carry out the calculation. Especially for multidimensional systems, either a large nu...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • CoRR

دوره abs/1606.01062  شماره 

صفحات  -

تاریخ انتشار 2016