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Karhunen Loeve Expansion of Gaussian Processes

  • Bernard C. Levy
Chapter

Keywords

Covariance Function Discrete Cosine Transform Gaussian Process Wiener Process Eigenfunction Expansion 
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© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  • Bernard C. Levy
    • 1
  1. 1.University of CaliforniaDavisUSA

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