Accession Number:

AD0488854

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

INFORMATION RESEARCH ASSOCIATES INC LEXINGTON MA

Personal Author(s):

• Owen, Joel
• Kashian, Henry
• Brick, Donald B.

Report Date:

1966-07-29

Pagination or Media Count:

10.0

Abstract:

In this paper consideration is given to an orthogonal expansion of functionals of a stochastic process xt. Derived is the explicit evaluation of the b sub k1 for a class of processes xt. 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.

Descriptors:

• *ASYMPTOTIC SERIES)
• (*STOCHASTIC PROCESSES
• POLYNOMIALS
• STATISTICAL FUNCTIONS
• STATISTICAL DISTRIBUTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE