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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 4, Pages 458–464
(Mi tvp4803)
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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
Some Problems with Conditional Probability and Quasimoment Functions
P. I. Kuznetsov, R. L. Stratonovich, V. I. Tikhonov Moscow
Abstract:
General formulas are obtained for a posteriors quasimoment functions and, consequently, for semi-invariants. These formulas enable forecasting and filtration problems to be solved. The solution is expressed in the form of series through a priori quasimoment functions and Hermite's multidimensional polynomials. The conditions for convergence of these series are not investigated.
Received: 15.03.1958
Citation:
P. I. Kuznetsov, R. L. Stratonovich, V. I. Tikhonov, “Some Problems with Conditional Probability and Quasimoment Functions”, Teor. Veroyatnost. i Primenen., 6:4 (1961), 458–464; Theory Probab. Appl., 6:4 (1961), 422–427
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Abstract page: | 138 | Full-text PDF : | 76 |
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