Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes (Q2770900)

This paper investigates the applicability of Karhunen-Loeve (K-L) expansion as a simulation tool for stationary and non-stationary Gaussian random processes. By comparing the covariance functions of the simulated random processes with those of target processes numerically, the convergence property and accuracy of the K-L expansion are examined. The factors affecting the convergence are given. NEWLINENEWLINENEWLINEThe reviewer feels the authors' conclusion is limited because simulation studies are carried out for only five common covariance models.