Karhunen-Loève expansions of mean-centered Wiener processes (Q3592308)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Karhunen-Loève expansions of mean-centered Wiener processes |
scientific article |
Statements
Karhunen-Loève expansions of mean-centered Wiener processes (English)
0 references
12 September 2007
0 references
Gaussian processes
0 references
Karhunen-Loéve expansions
0 references
Wiener process
0 references
Brownian bridge
0 references
quadratic functionals
0 references