Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes
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Publication:2770900
DOI10.1002/nme.255zbMath0994.65004MaRDI QIDQ2770900
No author found.
Publication date: 29 September 2002
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nme.255
convergence; Fredholm integral equation; covariance models; Karhunen-Loève expansion; Gaussian random processes
60G15: Gaussian processes
65R20: Numerical methods for integral equations
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
45B05: Fredholm integral equations
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