Expansion of Riemann--Liouville process in a critical case

Mathematics – Probability

Scientific paper

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Scientific paper

We show that Haar-based series representation of the critical
Riemann--Liouville process $R^{\alpha}$ with $\alpha=3/2$ is rearrangement
non-optimal in the sense of convergence rate in ${\mathbf C}[0,1]$.

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