Cover Image

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.

Saved in:

Bibliographic Details
Date:	2007
Main Author:	Dorogovtsev, A.A.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2007
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4504
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	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.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Similar Items

Strong summability of orthogonal expansions of summable functions. I
by: Lasuriya, R. A., et al.
Published: (1996)

Strong summability of orthogonal expansions of summable functions. II
by: Lasuriya, R. A., et al.
Published: (1996)

On Orthogonal Appell-Like Polynomials in Non-Gaussian Analysis
by: Kalyuzhnyi, A. A., et al.
Published: (2001)

Generalized Burchnall-Type Identities for Orthogonal Polynomials and Expansions
by: Ismail, M.E.H., et al.
Published: (2018)

Stochastic integration and one class of Gaussian random processes
by: Dorogovtsev, A. A., et al.
Published: (1998)

Clark representation for local times of self-intersection of Gaussian integrators
by: A. A. Dorogovtsev, et al.
Published: (2018)

Skew Symplectic and Orthogonal Schur Functions
by: Jing, Naihuan, et al.
Published: (2024)

Multivariate Orthogonal Polynomials and Modified Moment Functionals
by: Delgado, A.M., et al.
Published: (2016)

On regularization of the formal Fourier–Wiener transform of the self-intersection local time of a planar Gaussian process
by: A. A. Dorogovtsev, et al.
Published: (2011)

Representations of canonical anticommutation relations with orthogonality condition
by: Yakymiv, R. Ya., et al.
Published: (2012)

On the Gaussian Random Matrix Ensembles with Additional Symmetry Conditions
by: Vasilchuk, V.
Published: (2006)

Approximation of peaks in γ-spectra by Gaussian-like analytic functions
by: Berezhnoy, A.Yu.
Published: (2021)

Divisor function of the Gaussian integers weighted by the Kloosterman sum
by: Varbanets, Pavel, et al.
Published: (2026)

Expansion of the apparatus functions set
by: Ju. Bojarchuk
Published: (2015)

On the Extrapolation of Entire Functions Observed in a Gaussian White Noise
by: Ibrcigimov, I. A., et al.
Published: (2000)

Ruled Surfaces in E⁴ with Constant Ratio of the Gaussian Curvature and Gaussian Torsion
by: Goncharova, O.A.
Published: (2008)

Beyond the Gaussian
by: Fujii, K.
Published: (2011)

d-Orthogonal Analogs of Classical Orthogonal Polynomials
by: Horozov, E.
Published: (2018)

Investigating the wavelet orthogonality conditions based on Jacobi polynomials
by: Ju. Semenov, et al.
Published: (2018)

Strongly orthogonal and uniformly orthogonal many-placed operations
by: Belyavskaya, G., et al.
Published: (2018)

Strongly orthogonal and uniformly orthogonal many-placed operations
by: Belyavskaya, G., et al.
Published: (2006)

Structure of linear expansions with conditions of the Favar type
by: Glavan , V. A., et al.
Published: (1992)

Eigenfunction Expansions of Functions Describing Systems with Symmetries
by: Kachuryk, I., et al.
Published: (2007)

On the spectrum and spectrum multiplicities of a sum of orthogonal projections
by: Kyrychenko, A.A., et al.
Published: (2004)

Clark representation for local times of self-intersection of Gaussian integrators
by: Izyumtseva, O. L., et al.
Published: (2018)

Orthogonal Rational Functions on the Unit Circle with Prescribed Poles not on the Unit Circle
by: Bultheel, A., et al.
Published: (2017)

Uniform Asymptotic Expansion for the Incomplete Beta Function
by: Nemes, G., et al.
Published: (2016)

d-Gaussian Fibonacci, d-Gaussian Lucas polynomials and their matrix representations
by: E. Özkan, et al.
Published: (2023)

$d$-Gaussian Fibonacci, $d$-Gaussian Lucas polynomials and their matrix representations
by: Özkan, E., et al.
Published: (2023)

Elements of a non-Gaussian analysis on the spaces of functions of infinitely many variables
by: Kachanovsky, N.A.
Published: (2010)

On necessary conditions of equivalence of gaussian measures corresponding to homogeneous random fields
by: Krasnitskii, S. M., et al.
Published: (1994)

On virial expansions of correlation functions. Canonical ensemble
by: Pogorelov, Yu., et al.
Published: (2023)

Recurrence Coefficients for Orthogonal Polynomials with a Logarithmic Weight Function
by: Deift, Percy, et al.
Published: (2024)

On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions
by: Buldygin, V. V., et al.
Published: (1995)

Orthogonal vs. Non-Orthogonal Reducibility of Matrix-Valued Measures
by: Koelink, E., et al.
Published: (2016)

Planar Orthogonal Polynomials as Type I Multiple Orthogonal Polynomials
by: Berezin, Sergey, et al.
Published: (2023)

Asymptotic expansions associated with the jackknife functional. II
by: Ivanov, O. V., et al.
Published: (1995)

Asymptotic expansions associated with the jackknife functional. I
by: Ivanov, O. V., et al.
Published: (1995)

Elements of a non-gaussian analysis on the spaces of functions of infinitely many variables
by: Kachanovskii, N. A., et al.
Published: (2010)

Series expansions for monogenic functions in Clifford algebras and their application
by: A. A. Pogorui, et al.
Published: (2020)