1. An Introduction to Multivariate Statistical Analysis;Anderson,1958
2. On the generalized Karhunen-Loève expansion;Chien;IEEE Trans. Inform. Theory,1967
3. Stochastic Processes;Doob,1953
4. Ordinary Differential Equations;Hale,1969
5. Optimal adaptive compression for high-dimensional data;Karhunen,1981