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Approximation of vector-valued random variables by constants

✍ Scribed by N Herrndorf


Book ID
107776832
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
363 KB
Volume
37
Category
Article
ISSN
0021-9045

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Reduced Chaos decomposition with random
✍ Christian Soize; Roger G. Ghanem πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 408 KB

We develop a stochastic functional representation that is adapted to problems involving various forms of epistemic uncertainties including modeling error and data paucity. The new representation builds on the polynomial Chaos decomposition and eventually yields a Karhunen-Loeve expansion with random