Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies (Q2409055)
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English | Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies |
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Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies (English)
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10 October 2017
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Karhunen-Loève series
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Monte Carlo
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orthonormal systems and bases
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parametric models
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stochastic dimension
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vector-valued random functions
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