A Karhunen–Loeve decomposition of a Gaussian process generated by independent pairs of exponential random variables-Reference-Cited by-同舟云学术

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A Karhunen–Loeve decomposition of a Gaussian process generated by independent pairs of exponential random variables

Published:2008-11 Issue:9 Volume:255 Page:2363-2394
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Deheuvels Paul,Martynov Guennadi V.

Publisher

Elsevier BV

Subject

Analysis

Reference59 articles.

1. An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes;Adler,1990

2. Asymptotic theory of certain goodness of fit criteria based on stochastic processes;Anderson;Ann. Math. Statist.,1952

3. A test of goodness of fit;Anderson;J. Amer. Statist. Assoc.,1954

4. Multivariate exponential distributions based on hierarchical successive damage;Arnold;J. Appl. Probab.,1975

5. The Numerical Treatment of Integral Equations;Baker,1977

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