A Karhunen-Loève expansion for a mean-centered Brownian bridge (Q2643027)

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A Karhunen-Loève expansion for a mean-centered Brownian bridge
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    A Karhunen-Loève expansion for a mean-centered Brownian bridge (English)
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    23 August 2007
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    Gaussian processes
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    Karhunen-Loève expansions
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    Wiener process
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    Brownian bridge
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    Cramér-von Mises tests of fit
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    tests of goodness of fit
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