On the Karhunen-Loeve expansion for transformed processes (Q3361636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Karhunen-Loeve expansion for transformed processes |
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On the Karhunen-Loeve expansion for transformed processes (English)
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1987
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Gaussian process
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Karhunen-Loève expansion
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Wiener process
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Brownian bridge
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Ornstein-Uhlenbeck process
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