Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
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We extend results on the dynamical low-rank approximation for the treatment of time-dependent matrices and tensors (Koch and Lubich; see [SIAM J. Matrix Anal. Appl., 29 (2007), pp. 434-454], [SIAM J. Matrix Anal. Appl., 31 (2010), pp. 2360-2375]) to the re ...
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