Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 458-464
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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/
@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},
year = {1961},
volume = {6},
number = {4},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a8/
%G ru
%F TVP_1961_6_4_a8
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.
