Simulation of random processes with known correlation function with the help of Karhunen-Loève decomposition (Q3608286)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulation of random processes with known correlation function with the help of Karhunen-Loève decomposition |
scientific article; zbMATH DE number 5520761
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0 references
stochastic process
0 references
Karhunen-Loève model
0 references
homogeneous Fredholm equations of the second order
0 references
approximations
0 references
0.8126722574234009
0 references
0.7898281812667847
0 references
0.7896609306335449
0 references
