Simulation of second-order processes using Karhunen-Loeve expansion

Simulation of second-order processes using Karhunen-Loeve expansion

10.1016/S0045-7949(02)00064-0

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Bibliographic Details
Main Authors: Phoon, K.K., Huang, S.P., Quek, S.T.
Other Authors: CIVIL ENGINEERING
Format: Conference or Workshop Item
Published: 2014
Subjects:
Karhunen-Loeve expansion
Non-Gaussian process
Non-stationary process
Simulation
Target covariance function
Target marginal distribution function
Online Access:http://scholarbank.nus.edu.sg/handle/10635/74350
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Institution: National University of Singapore
Description
Summary:10.1016/S0045-7949(02)00064-0

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