On the Optimality of the Discrete Karhunen--Loève Expansion (Q4210194)
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scientific article; zbMATH DE number 1200833
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| English | On the Optimality of the Discrete Karhunen--Loève Expansion |
scientific article; zbMATH DE number 1200833 |
Statements
On the Optimality of the Discrete Karhunen--Loève Expansion (English)
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21 September 1998
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Karhunen-Loève expansion
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approximation of a random variable
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linear approximation
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0.7854238748550415
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0.7500408291816711
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