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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Видавець:Інститут математики НАН України
Дата:2007
Автор: Dorogovtsev, A.A.
Формат: Стаття
Мова:English
Опубліковано: Інститут математики НАН України 2007
Онлайн доступ:http://dspace.nbuv.gov.ua/handle/123456789/4504
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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.

Репозиторії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
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spelling 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
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