Note on the variance of the sum of gaussian functonals

Marek Beśka

Note on the variance of the sum of gaussian functonals

Abstract

Dowodzi się oszacowania wariancji sum funkcjonałów losowych, konstruowanych dla zależnego ciągu gaussowskiego.Let (Xi; i = 1; 2; : : :) be a Gaussian sequence with Xi 2 N(0; 1) for each i and suppose its correlation matrix R = (ij)i;j1 is the matrix of some linear operator R : l2 ! l2. Then for fi 2 L 2(), i = 1; 2; : : : ; where is the standard normal distribution, we estimate the variation of the sum of the Gaussian functionals fi(Xi), i = 1; 2;...

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Marek Beśka dr hab.

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Category:: Articles
Type:: artykuły w czasopismach recenzowanych i innych wydawnictwach ciągłych
Published in:: Applicationes Mathematicae no. 37, pages 231 - 236,
ISSN: 1233-7234
Language:: English
Publication year:: 2010
Bibliographic description:: Beśka M.: Note on the variance of the sum of gaussian functonals// Applicationes Mathematicae. -Vol. 37., nr. Iss. 2 (2010), s.231-236
Verified by:: Gdańsk University of Technology