Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes (Q2770900)
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English | Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes |
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Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes (English)
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29 September 2002
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Karhunen-Loève expansion
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Fredholm integral equation
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covariance models
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Gaussian random processes
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convergence
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