Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
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Publication:3590473
DOI10.1002/nme.2385zbMath1195.74311MaRDI QIDQ3590473
Publication date: 17 September 2010
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-00684517/file/publi-2008-IJNME-76_10_1583-1611-soize-preprint.pdf
stochastic process; maximum entropy principle; random matrix; random fields; high dimension; Karhunen-Loeve expansion
76M35: Stochastic analysis applied to problems in fluid mechanics
15B52: Random matrices (algebraic aspects)
74S60: Stochastic and other probabilistic methods applied to problems in solid mechanics
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