Simulation of random processes with known correlation function with the help of Karhunen-Loève decomposition (Q3608286)
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scientific article; zbMATH DE number 5520761
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| English | Simulation of random processes with known correlation function with the help of Karhunen-Loève decomposition |
scientific article; zbMATH DE number 5520761 |
Statements
28 February 2009
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stochastic process
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Karhunen-Loève model
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homogeneous Fredholm equations of the second order
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approximations
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0.8126722574234009
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0.7898281812667847
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0.7896609306335449
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