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arXiv · 1606.01062

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

Yuriy Kozachenko·Andriy Olenko
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Abstract

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 $L_p([0,T])$ 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.

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Yuriy Kozachenko, Andriy Olenko. 2016-06-03. Whittaker-Kotel'nikov-Shannon approximation of $φ$-sub-Gaussian random processes. https://doi.org/10.1016/j.jmaa.2016.05.052

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