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Kosambi–Karhunen–Loève theorem

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In the theory of stochastic processes, the Karhunen–Loève theorem (named after Kari Karhunen and Michel Loève), also known as the Kosambi–Karhunen–Loève theorem states that a stochastic process can be represented as an infinite linear combination of orthogonal functions, analogous to a Fourier…

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