Yu. V. Prokhorov, V. I. Khokhlov, “On Polynomials of Components of Gaussian Random Vectors”, Teor. Veroyatnost. i Primenen., 2007, Volume 52, Issue 4,Pages <nobr>810

This article is cited in 1 paper

Short Communications

On Polynomials of Components of Gaussian Random Vectors

Yu. V. Prokhorov, V. I. Khokhlov

Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: 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, Meler formula.

Received: 20.08.2007

DOI: 10.4213/tvp1650