Some Problems with Conditional Probability and Quasimoment Functions
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 458-464
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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.
@article{TVP_1961_6_4_a8,
author = {P. I. Kuznetsov and R. L. Stratonovich and V. I. Tikhonov},
title = {Some {Problems} with {Conditional} {Probability} and {Quasimoment} {Functions}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {458--464},
publisher = {mathdoc},
volume = {6},
number = {4},
year = {1961},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a8/}
}
TY - JOUR AU - P. I. Kuznetsov AU - R. L. Stratonovich AU - V. I. Tikhonov TI - Some Problems with Conditional Probability and Quasimoment Functions JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1961 SP - 458 EP - 464 VL - 6 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a8/ LA - ru ID - TVP_1961_6_4_a8 ER -
%0 Journal Article %A P. I. Kuznetsov %A R. L. Stratonovich %A V. I. Tikhonov %T Some Problems with Conditional Probability and Quasimoment Functions %J Teoriâ veroâtnostej i ee primeneniâ %D 1961 %P 458-464 %V 6 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a8/ %G ru %F TVP_1961_6_4_a8
P. I. Kuznetsov; R. L. Stratonovich; V. I. Tikhonov. Some Problems with Conditional Probability and Quasimoment Functions. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 458-464. http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a8/