Representation of Gaussian fields in series with independent coefficients (Q3117250)

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Representation of Gaussian fields in series with independent coefficients
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    Representation of Gaussian fields in series with independent coefficients (English)
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    25 February 2012
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    Gaussian random fields
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    Karhunen-Loève series
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    Cameron-Martin space
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    reproducing kernel Hilbert space
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    covariance kernel
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    representation of random fields
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    eigenfunctions
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