Polynomial chaos

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Polynomial chaos is a term created in 1938 by Norbert Wiener, describing a method for representing an unknown variable as a probability distribution.

[edit] See also

[edit] References

  • Wiener N. (Oct. 1938). "The Homogeneous Chaos". American Journal of Mathematics 60 (4): 897–936. doi:10.2307/2371268.  (original paper)
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