Conditioning of Gaussian functionals and orthogonal expansion
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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Дата: | 2007 |
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Автор: | |
Формат: | Стаття |
Мова: | English |
Опубліковано: |
Інститут математики НАН України
2007
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Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4504 |
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Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
Цитувати: | 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. |
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irk-123456789-45042009-11-20T12:00:57Z Conditioning of Gaussian functionals and orthogonal expansion Dorogovtsev, A.A. 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. 2007 Article 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 en Інститут математики НАН України |
institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
collection |
DSpace DC |
language |
English |
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. |
format |
Article |
author |
Dorogovtsev, A.A. |
spellingShingle |
Dorogovtsev, A.A. Conditioning of Gaussian functionals and orthogonal expansion |
author_facet |
Dorogovtsev, A.A. |
author_sort |
Dorogovtsev, A.A. |
title |
Conditioning of Gaussian functionals and orthogonal expansion |
title_short |
Conditioning of Gaussian functionals and orthogonal expansion |
title_full |
Conditioning of Gaussian functionals and orthogonal expansion |
title_fullStr |
Conditioning of Gaussian functionals and orthogonal expansion |
title_full_unstemmed |
Conditioning of Gaussian functionals and orthogonal expansion |
title_sort |
conditioning of gaussian functionals and orthogonal expansion |
publisher |
Інститут математики НАН України |
publishDate |
2007 |
url |
http://dspace.nbuv.gov.ua/handle/123456789/4504 |
citation_txt |
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. |
work_keys_str_mv |
AT dorogovtsevaa conditioningofgaussianfunctionalsandorthogonalexpansion |
first_indexed |
2023-03-24T08:30:26Z |
last_indexed |
2023-03-24T08:30:26Z |
_version_ |
1796139187548717056 |