Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes (Q2770900)

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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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