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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1961 Volume 6, Issue 4, Pages 458–464 (Mi tvp4803)

This article is cited in 7 papers

Short Communications

Some Problems with Conditional Probability and Quasimoment Functions

P. I. Kuznetsov, R. L. Stratonovich, V. I. Tikhonov

Moscow

Abstract: 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.

Received: 15.03.1958


 English version:
Theory of Probability and its Applications, 1961, 6:4, 422–427


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