Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes
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Publication:2770900
DOI10.1002/nme.255zbMath0994.65004OpenAlexW2136284614MaRDI QIDQ2770900
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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
convergenceFredholm integral equationcovariance modelsKarhunen-Loève expansionGaussian random processes
Gaussian processes (60G15) Numerical methods for integral equations (65R20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fredholm integral equations (45B05)
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