Nonlinear approximability of some random fields


Zoran Ivković




We introduce the notion of the (global) nonlinear approximability of Hermite polynomial of Gausian martingale $\{\eta(t),t\in(0,\infty)^d\}$ in [1]. In this paper we generalize this notion to random fields which are nonlinear transformation of $\{\eta(t)\}$. Also, some proofs from [1] are improved.