Moments of some random functionals

DOI10.4064/CM-74-1-101-108MaRDI QIDQ4373024zbMATH OpenOpenAlexFDO

Authors K. Urbanik

Publication date 18 December 1997

Published in Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/210493

zbMATH Keywords

exponential momentsrandom functionalsstationary and independent incrementsnonnegative stochastic processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic integrals (60H05)

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• Moment functions for solutions of random boundary value problems
• Stability of stochastic processes defined by integral functionals
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• Moments of Hermite–Gaussian functionals
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• Random variables with moment-matching staircase density functions

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