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A canonical form for Gaussian periodic processes
gaussian processes Karhunen-Loeve's theorem periodic processes stationary processes
2012/2/29
This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonome...
A proof of the Jordan canonical form, suitable for a first course in linear algebra, is given. The proof includes the uniqueness of the number and sizes of the Jordan blocks. The value of the customar...