Expansion method of stochastic processes based on normalized orthogonal bases

MaRDI QIDQ3444932zbMATH OpenFDO

Authors Jie Li, Zhangjun Liu

Publication date 6 June 2007

zbMATH Keywords

auto-correlation functionengineering structurenormalized orthogonal basesorthogonal expansion

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

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Cited in

(1)

• Detecting whether a stochastic process is finitely expressed in a basis

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