On the numerical expansion of a second o
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GutiΓ©rrez, RamΓ³n ;Ruiz, Juan Carlos ;Valderrama, Mariano J.
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Article
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1992
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John Wiley and Sons
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English
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## Abstract The utility of the classical KarhunenβLoΓ¨ve expansion of a second order process is limited to its practical derivation, because it depends upon the solution of a Fredholm integral equation associated with it whose kernel is the covariance function of the process. So, in this paper we st