A Primer on the Karhunen-Loève Expansion
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910205341597696 |
|---|---|
| author | Alexanderian, Alen |
| author_facet | Alexanderian, Alen |
| contents | This article provides a primer on the spectral representation of random fields via the Karhunen-Loève Expansion (KLE). The goal is to bridge the gap between the theoretical foundations of the KLE and its application in computational modeling under uncertainty. We detail how tools from operator theory and probability are combined to analyze the convergence and optimality of the KLE. We also emphasize the associated computational and mathematical modeling considerations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_08959 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A Primer on the Karhunen-Loève Expansion Alexanderian, Alen Numerical Analysis Functional Analysis Probability 65C20, 60G60, 65R20, 35R60 This article provides a primer on the spectral representation of random fields via the Karhunen-Loève Expansion (KLE). The goal is to bridge the gap between the theoretical foundations of the KLE and its application in computational modeling under uncertainty. We detail how tools from operator theory and probability are combined to analyze the convergence and optimality of the KLE. We also emphasize the associated computational and mathematical modeling considerations. |
| title | A Primer on the Karhunen-Loève Expansion |
| topic | Numerical Analysis Functional Analysis Probability 65C20, 60G60, 65R20, 35R60 |
| url | https://arxiv.org/abs/2605.08959 |