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On the Karhunen-Loeve expansion for transformed processes

✍ Scribed by Ramón Gutiérrez Jaimez; Mariano J. Valderrama Bonnet


Book ID
112918332
Publisher
Springer-Verlag
Year
1987
Weight
310 KB
Volume
2
Category
Article
ISSN
0213-8190

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## Abstract A random process can be represented as a series expansion involving a complete set of deterministic functions with corresponding random coefficients. Karhunen–Loeve (K–L) series expansion is based on the eigen‐decomposition of the covariance function. Its applicability as a simulation t