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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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Bibliographic Details
Date:	2007
ISSN:	0321-3900
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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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