On Polynomials of Components of Gaussian Random Vectors
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 4, pp. 810-814
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The paper makes more precise and extends the result obtained in [Theory Probab. Appl., 37 (1993), pp. 692–695] for the one-dimensional case to the multidimensional case.
Keywords:
polynomials of random variables, Gaussian vectors, Hermite polynomials
Mots-clés : Meler formula.
Mots-clés : Meler formula.
@article{TVP_2007_52_4_a11,
author = {Yu. V. Prokhorov and V. I. Khokhlov},
title = {On {Polynomials} of {Components} of {Gaussian} {Random} {Vectors}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {810--814},
year = {2007},
volume = {52},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2007_52_4_a11/}
}
Yu. V. Prokhorov; V. I. Khokhlov. On Polynomials of Components of Gaussian Random Vectors. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 4, pp. 810-814. http://geodesic.mathdoc.fr/item/TVP_2007_52_4_a11/
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