THE KARHUNEN-LOEVE EXPANSION OF THE ZERO-MEAN SQUARE PROCESS OF A TIME-RESCALED GAUSSIAN PROCESS

被引：0

作者：

MACCONE, C ^{[1
]}

机构：

[1] UNIV TURIN,IST FIS MATEMAT,CTR ASTRODINAM G COLOMBO,I-10124 TURIN,ITALY

来源：

BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA | 1988年 / 2A卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：221 / 229

页数：9

共 49 条

[21] A note on Karhunen-Loeve expansions for the demeaned stationary Ornstein-Uhlenbeck process
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[J]. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2019, 115 : 1 - 13
[28] Wave episode based Gaussian process regression for extreme event statistics in ship dynamics: Between the Scylla of Karhunen-Loeve convergence and the Charybdis of transient features
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[J]. OCEAN ENGINEERING, 2022, 266
[29] Statistical characterisation of the response of a Volterra non-linearity to a cyclo-stationary zero-mean Gaussian stochastic process
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[J]. ISIT: 2002 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, PROCEEDINGS, 2002, : 8 - 8
[30] Assessing the number of mean square derivatives of a Gaussian process
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[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2008, 118 (10) : 1852 - 1869

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