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Book Review: Decomposition of random variables and tectors

✍ Scribed by Loève, Michel


Book ID
118031035
Publisher
American Mathematical Society
Year
1978
Tongue
English
Weight
700 KB
Volume
84
Category
Article
ISSN
0273-0979

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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