On the numerical expansion of a second order stochastic process

DOI10.1002/ASM.3150080202MaRDI QIDQ4299538zbMATH OpenOpenAlexFDO

Authors Ramón Gutiérrez, J. C. Ruiz, Mariano J. Valderrama

Publication date 4 July 1994

Published in Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asm.3150080202

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99)

Cites work

• scientific article; zbMATH DE number 51414 (Why is no real title available?)
• On the Karhunen-Loeve expansion for transformed processes

Cited in

(12)

• Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
• Bayesian cluster analysis for registration and clustering homogeneous subgroups in multidimensional functional data
• Spatial random field simulation by a numerical series representation
• Kalman filtering on approximate state-space models
• On the derivation of a suboptimal filter for signal estimation
• Interval field model and interval finite element analysis
• Bayesian estimation of Karhunen-Loève expansions; a random subspace approach
• Bayesian Inference on Local Distributions of Functions and Multidimensional Curves with Spherical HMC Sampling
• Faster computation of the Karhunen-Loève expansion using its domain independence property
• Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
• Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process
• Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes

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