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generate time continuous stochastic process for a given correlation function using Karhunen-Loève expansion

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stocproc

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generate time continuous stochastic process for a given correlation function using Karhunen-Loève expansion

sphinx html doc can be found at

http://cimatosa.github.io/stocproc/

This project is part of my PhD research with is funded by the International Max Planck Research School for Many Particle Systems in Structured Environments (MPI PKS Dresden).

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generate time continuous stochastic process for a given correlation function using Karhunen-Loève expansion

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