Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes
Author:
Publisher
Wiley
Subject
Applied Mathematics,General Engineering,Numerical Analysis
Reference11 articles.
1. Simulation of Stochastic Processes by Spectral Representation
2. On the spectral representation method in simulation
3. Probability, Random Process, and Estimation Theory for Engineers. Prentice-Hall: Englewood Cliffs, NJ, 1994.
4. Orthogonal Series Expansions of Random Fields in Reliability Analysis
5. Optimal Discretization of Random Fields
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