AN INVESTIGATION INTO THE ENSEMBLE PROPERTIES OF A WIENER CANONICAL EXPANSION.

Abstract

In this paper consideration is given to an orthogonal expansion of functionals of a stochastic process x(t). Derived is the explicit evaluation of the b sub k1 for a class of processes x(t). The class considered is the class k sub m of differential process whose differential elements have finite second moments. After obtaining the coefficients b sub k1,..., k sub m, the asymptotic form of these terms for large values of k sub i and the upper bounds for these coefficients are given.

Document Details

Document Type
Technical Report
Publication Date
Jul 29, 1966
Accession Number
AD0488854

Entities

People

  • Donald B. Brick
  • Henry Kashian
  • Joel Owen

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coefficients
  • Stochastic Processes
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.