Karhunen-Loève expansions of mean-centered Wiener processes (Q3592308)
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scientific article; zbMATH DE number 5190513
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| English | Karhunen-Loève expansions of mean-centered Wiener processes |
scientific article; zbMATH DE number 5190513 |
Statements
Karhunen-Loève expansions of mean-centered Wiener processes (English)
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12 September 2007
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Gaussian processes
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Karhunen-Loéve expansions
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Wiener process
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Brownian bridge
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quadratic functionals
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0.9238477
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0.8988249
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0.8971941
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0.89570594
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0.8924003
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0.8869966
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