Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra (Q1088262)
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scientific article; zbMATH DE number 3990478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra |
scientific article; zbMATH DE number 3990478 |
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Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra (English)
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1986
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A generalization of the theorem of \textit{I. A. Ibragimov} [Teor. Veroyatn. Primen. 8, 391-430 (1963; Zbl 0137.129)] on the distribution of a quadratic form of a Gaussian random element is obtained for the case of a real separable Hilbert algebra with involution. The expression of the characteristic functional of this distribution is given.
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quadratic form in Gaussian random elements
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nuclear operator
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real separable Hilbert algebra with involution
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characteristic functional
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