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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| Date: | 2007 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4504 |
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| 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. |