A note on the optimality of the Karhunen-Loeve expansion (Q3036509)

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A note on the optimality of the Karhunen-Loeve expansion
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    A note on the optimality of the Karhunen-Loeve expansion (English)
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    1983
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    simple proof of optimality of Karhunen-Loève expansion
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    Poincare separation theorem
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    entropy
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    mean squared error
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