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White noise and simulation of ordinary Gaussian processes - MaRDI portal

White noise and simulation of ordinary Gaussian processes (Q4831810)

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scientific article; zbMATH DE number 2124461
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White noise and simulation of ordinary Gaussian processes
scientific article; zbMATH DE number 2124461

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    White noise and simulation of ordinary Gaussian processes (English)
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    3 January 2005
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    nuclear space
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    Hermite polynomial
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    Karhunen-Loève expansion
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    spectral representation
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