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Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal - MaRDI portal

Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal (Q4918496)

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scientific article; zbMATH DE number 6157521
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English
Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
scientific article; zbMATH DE number 6157521

    Statements

    Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal (English)
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    25 April 2013
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    asymptotic expansion
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    Leibniz rule
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    repeated integrals of products
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    multivariate Hermite polynomials
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    multivariate normal
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