Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra (Q1088262)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra |
scientific article |
Statements
Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra (English)
0 references
1986
0 references
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.
0 references
quadratic form in Gaussian random elements
0 references
nuclear operator
0 references
real separable Hilbert algebra with involution
0 references
characteristic functional
0 references
