On the Optimality of the Discrete Karhunen--Loève Expansion (Q4210194): Difference between revisions

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Latest revision as of 15:47, 5 March 2024

scientific article; zbMATH DE number 1200833
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English
On the Optimality of the Discrete Karhunen--Loève Expansion
scientific article; zbMATH DE number 1200833

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    On the Optimality of the Discrete Karhunen--Loève Expansion (English)
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    21 September 1998
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    Karhunen-Loève expansion
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    approximation of a random variable
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    linear approximation
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