Geodesic
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 163-169 Cet article a éte moissonné depuis la source Math-Net.Ru

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A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
Keywords: Stochastic process, Karhunen-Loeve model, homogeneous Fredholm equations of the second order, approximations. 
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     author = {Oleksandr Moklyachuk},
     title = {Simulation of random processes with known correlation function with the help of {Karhunen-Loeve} decomposition},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     year = {2007},
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     number = {4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a9/}
}
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Oleksandr Moklyachuk. Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition. Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 163-169. http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a9/

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