On the numerical expansion of a second order stochastic process

DOI10.1002/ASM.3150080202zbMATH Open0800.65039OpenAlexW2147526750MaRDI QIDQ4299538FDOQ4299538

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

• Title not available (Why is that?)
• On the Karhunen-Loeve expansion for transformed processes

Cited In (12)

• 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
• Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations

This page was built for publication: On the numerical expansion of a second order stochastic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4299538)