Karhunen-Loève expansions of Lévy processes (Q5075482)
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scientific article; zbMATH DE number 7527167
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Karhunen-Loève expansions of Lévy processes |
scientific article; zbMATH DE number 7527167 |
Statements
Karhunen–Loève expansions of Lévy processes (English)
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16 May 2022
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Fourier series
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infinitely divisible
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Karhunen-Loève
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Lévy process
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simulation
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shot-noise
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0.7779977321624756
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0.7656542062759399
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0.7598907351493835
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0.7512146234512329
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