Explicit Karhunen-Loève expansions related to the Green function of the Laplacian
Banach Center Publications (2006)
- Volume: 72, Issue: 1, page 263-270
- ISSN: 0137-6934
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topJ.-R. Pycke. "Explicit Karhunen-Loève expansions related to the Green function of the Laplacian." Banach Center Publications 72.1 (2006): 263-270. <http://eudml.org/doc/281895>.
@article{J2006,
abstract = {Karhunen-Loève expansions of Gaussian processes have numerous applications in Probability and Statistics. Unfortunately the set of Gaussian processes with explicitly known spectrum and eigenfunctions is narrow. An interpretation of three historical examples enables us to understand the key role of the Laplacian. This allows us to extend the set of Gaussian processes for which a very explicit Karhunen-Loève expansion can be derived.},
author = {J.-R. Pycke},
journal = {Banach Center Publications},
language = {eng},
number = {1},
pages = {263-270},
title = {Explicit Karhunen-Loève expansions related to the Green function of the Laplacian},
url = {http://eudml.org/doc/281895},
volume = {72},
year = {2006},
}
TY - JOUR
AU - J.-R. Pycke
TI - Explicit Karhunen-Loève expansions related to the Green function of the Laplacian
JO - Banach Center Publications
PY - 2006
VL - 72
IS - 1
SP - 263
EP - 270
AB - Karhunen-Loève expansions of Gaussian processes have numerous applications in Probability and Statistics. Unfortunately the set of Gaussian processes with explicitly known spectrum and eigenfunctions is narrow. An interpretation of three historical examples enables us to understand the key role of the Laplacian. This allows us to extend the set of Gaussian processes for which a very explicit Karhunen-Loève expansion can be derived.
LA - eng
UR - http://eudml.org/doc/281895
ER -
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