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Problemy Peredachi Informatsii, 1992, Volume 28, Issue 3, Pages 60–67 (Mi ppi1356)  

This article is cited in 1 scientific paper (total in 1 paper)

Methods of Signal Processing

Exact Asymptotic Expression for the Density of Multiple Stochastic Integrals

E. I. Ostrovskii
Full-text PDF (380 kB) Citations (1)
Abstract: We consider the exact asymptotic expression for the density of multiple stochastic integrals of the form
\begin{gather*} I-m(h)=\int_{X^m}h(x_1,x_2,\dots,x_m)\prod_{i=1}^mZ_G(dx_i), \end{gather*}
where $Z_G$ is the Gaussian orthogonal stochastic measure. In the two-dimensional case the result is general; for $m>2$, the kernel $h$ is required to satisfy the orthogonal symmetry condition.
Received: 04.10.1991
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: E. I. Ostrovskii, “Exact Asymptotic Expression for the Density of Multiple Stochastic Integrals”, Probl. Peredachi Inf., 28:3 (1992), 60–67; Problems Inform. Transmission, 28:3 (1992), 250–257
Citation in format AMSBIB
\Bibitem{Ost92}
\by E.~I.~Ostrovskii
\paper Exact Asymptotic Expression for the Density of Multiple Stochastic Integrals
\jour Probl. Peredachi Inf.
\yr 1992
\vol 28
\issue 3
\pages 60--67
\mathnet{http://mi.mathnet.ru/ppi1356}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1189335}
\zmath{https://zbmath.org/?q=an:0768.60050}
\transl
\jour Problems Inform. Transmission
\yr 1992
\vol 28
\issue 3
\pages 250--257
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  • https://www.mathnet.ru/eng/ppi/v28/i3/p60
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
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