Parametric models for samples of random functions

DOI10.1016/j.jcp.2015.04.053zbMath1349.65012OpenAlexW224149442MaRDI QIDQ350126

Mircea D. Grigoriu

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.04.053

zbMATH Keywords

singular value decompositionMonte Carlo simulationparametric modelsrandom elementsKarhunen-Loève expansionsample properties

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25)

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