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Karhunen-Loève expansions of mean-centered Wiener processes (Q3592308)

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Karhunen-Loève expansions of mean-centered Wiener processes
scientific article

    Statements

    title
    Karhunen-Loève expansions of mean-centered Wiener processes (English)
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    author
    Paul Deheuvels
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    publication date
    12 September 2007
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    zbMATH Keywords
    Gaussian processes
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    Karhunen-Loéve expansions
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    Wiener process
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    Brownian bridge
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    quadratic functionals
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    Identifiers

    zbMATH DE Number
    5190513
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    OpenAlex ID
    W2023020412
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    arXiv ID
    math/0612693
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