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Wyniki wyszukiwania dla: gaussian functionals
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Moments of Hermite-Gaussian functionals
PublikacjaMoments of finite products of Hermite-Gaussian functionals are expressed by covariances of Gaussian sequence.
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SOME CONVERGENCE PROPERTIES OF THE SUM OF GAUSSIAN FUNCTIONALS
PublikacjaIn the paper, some aspects of the convergence of series of dependent Gaussian sequences problem are solved. The necessary and sufficient conditions for the convergence of series of centered dependent indicators are obtained. Some strong convergence results for weighted sums of Gaussian functionals are discussed.
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Note on the variance of the sum of gaussian functonals
PublikacjaDowodzi 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...