On Polynomials of Components of Gaussian Random Vectors

DOI10.1137/S0040585X97983341zbMath1180.60014OpenAlexW2039851693MaRDI QIDQ3407077

Yu. V. Prokhorov, V. I. Khokhlov

Publication date: 22 February 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97983341

zbMATH Keywords

Hermite polynomialsGaussian vectorspolynomials of random variablesMeler formula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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