-
3
-
-
85039002322
-
-
K. Danzmann, in First Edoardo Amaldi Conference on Gravitational Wave Experiments, edited by E. Coccia et al. (World Scientific, Singapore, 1995)
-
K. Danzmann, in First Edoardo Amaldi Conference on Gravitational Wave Experiments, edited by E. Coccia et al. (World Scientific, Singapore, 1995).
-
-
-
-
4
-
-
85039011963
-
-
K. Tsubono, in First Edoardo Amaldi Conference on Gravitational Wave Experiments
-
K. Tsubono, in First Edoardo Amaldi Conference on Gravitational Wave Experiments 3.
-
-
-
-
5
-
-
85039028847
-
-
K.S. Thorne, in 300 Years of Gravitation, edited by S.W. Hawking and W. Israel (Cambridge University Press, Cambridge, England, 1987), pp. 330–458
-
K.S. Thorne, in 300 Years of Gravitation, edited by S.W. Hawking and W. Israel (Cambridge University Press, Cambridge, England, 1987), pp. 330–458.
-
-
-
-
11
-
-
17144369590
-
-
See, for instance, N. Arnaud, Phys. Rev. D 59, 082002 (1999);
-
(1999)
Phys. Rev. D
, vol.59
, pp. 82002
-
-
Arnaud, N.1
-
17
-
-
0034395509
-
-
W.G. Anderson, P.R. Brady, J.D.E. Creighton, and É.É. Flanagan, Int. J. Mod. Phys. D 9, 303 (2000);
-
(2000)
Int. J. Mod. Phys. D
, vol.9
, pp. 303
-
-
Anderson, W.G.1
Brady, P.R.2
Creighton, J.D.E.3
-
22
-
-
85039002437
-
-
A stochastic process (Formula presented) is wide-sense stationary if its mean value is time independent, (Formula presented) and if its autocorrelation satisfies (Formula presented)
-
A stochastic process (Formula presented) is wide-sense stationary if its mean value is time independent, (Formula presented) and if its autocorrelation satisfies (Formula presented)
-
-
-
-
23
-
-
85038979148
-
-
The Karhunen-Loève expansion can always be used to expand an arbitrary stochastic process, stationary or not, into a series with orthogonal coefficients. See A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd ed. (McGraw-Hill, New York, 1991), p. 413
-
The Karhunen-Loève expansion can always be used to expand an arbitrary stochastic process, stationary or not, into a series with orthogonal coefficients. See A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd ed. (McGraw-Hill, New York, 1991), p. 413.
-
-
-
-
24
-
-
85038991947
-
-
B. Noble, Applied Linear Algebra (Prentice-Hall, New York, 1969), p. 407
-
B. Noble, Applied Linear Algebra (Prentice-Hall, New York, 1969), p. 407.
-
-
-
-
29
-
-
85038989116
-
-
J. Sylvestre, Ph.D. thesis, Massachusetts Institute of Technology, 2002
-
J. Sylvestre, Ph.D. thesis, Massachusetts Institute of Technology, 2002.
-
-
-
|