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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On Polynomials of Components of Gaussian Random Vectors
Yu. V. Prokhorov, V. I. Khokhlov Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
The paper makes more precise and extends the result obtained in [Theory Probab. Appl., 37 (1993), pp. 692–695] for the one-dimensional case to the multidimensional case.
Keywords:
polynomials of random variables, Gaussian vectors, Hermite polynomials, Meler formula.
Received: 20.08.2007
Citation:
Yu. V. Prokhorov, V. I. Khokhlov, “On Polynomials of Components of Gaussian Random Vectors”, Teor. Veroyatnost. i Primenen., 52:4 (2007), 810–814; Theory Probab. Appl., 52:4 (2008), 720–724
Linking options:
https://www.mathnet.ru/eng/tvp1650https://doi.org/10.4213/tvp1650 https://www.mathnet.ru/eng/tvp/v52/i4/p810
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Abstract page: | 515 | Full-text PDF : | 164 | References: | 100 |
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