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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 3, Pages 520–531 (Mi tvp732)

This article is cited in 29 papers

The probability properties of bilinear expansions in Hermite polynomiels

O. V. Sarmanova, Z. N. Bratoevab

a Moscow
b Leningrad

Abstract: The present paper contains an investigation of the probability meaning of formulas (1) and (4).
According to the basic theorem 2 for sum (1) to be non negative it is nesessary and sufficient that the sequence of coefficients $\{c_k\}$ be the sequence of moments of some probability distribution in finite interval $[-1,1]$.
Some examples of densities comprised in the normal class in the sence of Fré'chet [7] are given here.

Received: 06.09.1965


 English version:
Theory of Probability and its Applications, 1967, 12:3, 470–481

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