An algorithm to reconstruct probabilistic distributions of multivariate random functions from the distributions of their projections

DOI10.1023/A:1020228623132zbMATH Open1010.60022MaRDI QIDQ1850768FDOQ1850768

Authors: O. V. Shestakov 

Publication date: 11 May 2003

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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zbMATH Keywords

distribution projection classificationdistribution reconstruction algorithmsmultivariate random functionsreconstruction of probabilistic distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Distribution theory (60E99)

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• Reversible algorithm of simulating multivariate densities with multi-hump
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• Reconstruction of distributions of random functions in problems of stochastic diffraction tomography
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• Reconstructing distributions of multivariate random functions under orthogonal polynomial projection approximation
• Algebraic methods for reconstructing probability characteristics of multivariate random functions
• Reconstructing probability characteristics of multidimensional random functions from the projections

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