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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Datum:2007
1. Verfasser: Dorogovtsev, A.A.
Format: Artikel
Sprache:Englisch
Veröffentlicht: Інститут математики НАН України 2007
Online Zugang:https://nasplib.isofts.kiev.ua/handle/123456789/4504
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren: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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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Dorogovtsev, A.A.
author_facet Dorogovtsev, A.A.
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.
collection DSpace DC
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.
first_indexed 2025-12-07T20:10:33Z
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language English
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publishDate 2007
publisher Інститут математики НАН України
record_format dspace
spelling Dorogovtsev, A.A.
2009-11-19T13:58:09Z
2009-11-19T13:58:09Z
2007
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
https://nasplib.isofts.kiev.ua/handle/123456789/4504
519.21
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.
This research has been partially supported by the Ministry of Education and Science of Ukraine, project N GP/F13/0195
en
Інститут математики НАН України
Conditioning of Gaussian functionals and orthogonal expansion
Article
published earlier
spellingShingle Conditioning of Gaussian functionals and orthogonal expansion
Dorogovtsev, A.A.
title 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_short Conditioning of Gaussian functionals and orthogonal expansion
title_sort conditioning of gaussian functionals and orthogonal expansion
url https://nasplib.isofts.kiev.ua/handle/123456789/4504
work_keys_str_mv AT dorogovtsevaa conditioningofgaussianfunctionalsandorthogonalexpansion