Conditioning of Gaussian functionals and orthogonal expansion
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Conditioning of Gaussian functionals and orthogonal expansion
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| Creator |
Dorogovtsev, A.A.
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| Description |
In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.
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| Date |
2009-11-19T13:58:09Z
2009-11-19T13:58:09Z 2007 |
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| Type |
Article
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| Identifier |
Conditioning of Gaussian functionals and orthogonal expansion / A.A. Dorogovtsev // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 29–37. — Бібліогр.: 9 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4504 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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